+49.1%
MSFT vs GFI
+292.6%
-243.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.3% |
| 7D | -3.5% | -5.1% | +1.7% | -3.2% |
| 30D | -2.1% | +13.4% | -15.5% | -2.7% |
| 3M | +24.2% | +36.2% | -12.1% | +22.3% |
| 6M | +21.9% | -9.8% | +31.7% | +21.4% |
| YTD | +2.5% | +7.7% | -5.2% | +1.7% |
| 1Y | -0.8% | +27.2% | -28.0% | -1.9% |
| All | +49.1% | +292.6% | -243.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling