+131,933.9%
MSFT vs GFI
+685.3%
+131,248.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -1.4% | +5.7% | -7.1% | -1.6% |
| 30D | -1.0% | +15.6% | -16.6% | -1.5% |
| 3M | +20.2% | +31.5% | -11.3% | +19.1% |
| 6M | +21.3% | -3.7% | +25.0% | +21.1% |
| YTD | +2.8% | +11.2% | -8.4% | +2.1% |
| 1Y | 0.0% | +36.4% | -36.4% | -1.4% |
| 3Y | +51.2% | +313.5% | -262.3% | +43.5% |
| 5Y | +71.4% | +528.0% | -456.6% | +59.7% |
| 10Y | +868.6% | +1,021.4% | -152.8% | +778.4% |
| All | +131,933.9% | +685.3% | +131,248.6% | +127,771.3% |
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 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