+2,417.1%
MSCI vs GFI
+355.3%
+2,061.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.4% | +3.1% | -2.7% | +0.2% |
| 30D | +0.6% | +27.1% | -26.6% | -1.2% |
| 3M | -7.1% | +21.2% | -28.2% | -8.6% |
| 6M | +0.8% | -4.5% | +5.3% | +0.5% |
| YTD | +1.0% | +11.7% | -10.7% | -0.8% |
| 1Y | +4.3% | +46.0% | -41.7% | +0.1% |
| 3Y | +9.9% | +309.6% | -299.6% | -4.0% |
| 5Y | -6.8% | +506.0% | -512.8% | -22.4% |
| 10Y | +614.7% | +1,009.2% | -394.5% | +444.5% |
| All | +2,417.1% | +355.3% | +2,061.8% | +1,543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling