+2,800.3%
MSCI vs GFI
+251.3%
+2,549.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +3.0% | -8.7% | +11.7% | +3.6% |
| 30D | +17.8% | +0.6% | +17.2% | +17.6% |
| 3M | +15.2% | -7.5% | +22.7% | +15.5% |
| 6M | +16.5% | -18.3% | +34.8% | +17.4% |
| YTD | +16.4% | -13.8% | +30.2% | +16.0% |
| 1Y | +16.8% | -8.8% | +25.7% | +15.9% |
| 3Y | +35.8% | +215.8% | -180.1% | +20.5% |
| 5Y | +7.0% | +301.2% | -294.2% | -8.5% |
| 10Y | +818.6% | +1,284.4% | -465.8% | +582.7% |
| All | +2,800.3% | +251.3% | +2,549.1% | +1,823.4% |
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