+1,449.6%
NET vs GFI
+1,104.7%
+344.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -7.0% | +3.1% | -10.1% | -7.2% |
| 30D | -4.8% | +27.1% | -31.9% | -6.7% |
| 3M | +3.8% | +21.2% | -17.3% | +2.0% |
| 6M | +50.0% | -4.5% | +54.5% | +49.4% |
| YTD | +41.5% | +11.7% | +29.7% | +38.4% |
| 1Y | +32.8% | +46.0% | -13.2% | +26.6% |
| 3Y | +335.9% | +309.6% | +26.3% | +274.2% |
| 5Y | +113.8% | +506.0% | -392.2% | +77.4% |
| All | +1,449.6% | +1,104.7% | +344.8% | +1,185.9% |
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