+72.8%
MSFT vs GFI
+532.1%
-459.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | +24.2% | +36.2% | -12.1% | +21.7% |
| 6M | +21.9% | -9.8% | +31.7% | +21.8% |
| YTD | +2.5% | +7.7% | -5.2% | +1.3% |
| 1Y | -0.8% | +27.2% | -28.0% | -3.0% |
| 3Y | +50.8% | +300.3% | -249.5% | +35.5% |
| All | +72.8% | +532.1% | -459.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling