+50.3%
NDAQ vs GFI
+524.1%
-473.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -5.9% | -4.9% | -1.0% | -5.7% |
| 30D | -4.7% | +10.7% | -15.4% | -5.1% |
| 3M | +5.5% | +25.6% | -20.1% | +4.3% |
| 6M | +7.4% | -8.3% | +15.6% | +7.4% |
| YTD | -5.5% | +6.3% | -11.8% | -6.4% |
| 1Y | -3.7% | +22.1% | -25.8% | -5.5% |
| 3Y | +85.0% | +289.2% | -204.2% | +68.9% |
| All | +50.3% | +524.1% | -473.8% | +33.3% |
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 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