+327.1%
NET vs GFI
+319.2%
+7.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.9% |
| 3M | +3.8% | +21.2% | -17.3% | +1.7% |
| 6M | +50.0% | -4.5% | +54.5% | +49.1% |
| YTD | +41.5% | +11.7% | +29.7% | +37.2% |
| 1Y | +32.8% | +46.0% | -13.2% | +24.4% |
| All | +327.1% | +319.2% | +7.9% | +219.0% |
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