+86.7%
NDAQ vs GFI
+292.6%
-206.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.2% |
| 7D | -6.8% | -5.1% | -1.6% | -6.6% |
| 30D | -3.2% | +13.4% | -16.6% | -3.6% |
| 3M | +6.5% | +36.2% | -29.8% | +5.3% |
| 6M | +5.7% | -9.8% | +15.6% | +5.7% |
| YTD | -4.6% | +7.7% | -12.3% | -5.4% |
| 1Y | -1.6% | +27.2% | -28.8% | -3.2% |
| All | +86.7% | +292.6% | -206.0% | +73.1% |
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