+2,281.8%
NDAQ vs GFI
+661.8%
+1,620.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.6% | +5.7% | -8.2% | -3.0% |
| 30D | +0.5% | +15.6% | -15.1% | -0.9% |
| 3M | +9.9% | +31.5% | -21.6% | +7.0% |
| 6M | +8.2% | -3.7% | +11.9% | +7.7% |
| YTD | -1.5% | +11.2% | -12.7% | -3.6% |
| 1Y | +1.3% | +36.4% | -35.1% | -3.1% |
| 3Y | +92.6% | +313.5% | -220.9% | +62.9% |
| 5Y | +53.8% | +528.0% | -474.2% | +21.8% |
| 10Y | +376.0% | +1,021.4% | -645.5% | +230.5% |
| All | +2,281.8% | +661.8% | +1,620.0% | +1,365.6% |
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