+363.0%
NDAQ vs GFI
+1,066.8%
-703.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -5.6% | -4.9% | -0.7% | -5.4% |
| 30D | -4.4% | +10.7% | -15.1% | -4.7% |
| 3M | +5.9% | +25.6% | -19.8% | +4.8% |
| 6M | +7.7% | -8.3% | +16.0% | +7.7% |
| YTD | -5.2% | +6.3% | -11.5% | -5.9% |
| 1Y | -3.4% | +22.1% | -25.4% | -4.8% |
| 3Y | +85.6% | +289.2% | -203.6% | +73.0% |
| 5Y | +49.5% | +531.7% | -482.2% | +35.3% |
| All | +363.0% | +1,066.8% | -703.8% | +346.3% |
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 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