+878.4%
MSFT vs GFI
+1,066.8%
-188.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.8% | -4.9% | +4.0% | -0.6% |
| 30D | +0.8% | +10.7% | -9.9% | +0.4% |
| 3M | +27.2% | +25.6% | +1.6% | +25.9% |
| 6M | +22.9% | -8.3% | +31.2% | +22.8% |
| YTD | +3.1% | +6.3% | -3.2% | +2.4% |
| 1Y | -0.3% | +22.1% | -22.3% | -1.6% |
| 3Y | +50.1% | +289.2% | -239.1% | +41.0% |
| 5Y | +74.6% | +531.7% | -457.0% | +60.4% |
| All | +878.4% | +1,066.8% | -188.5% | +880.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling