+32.6%
NET vs GFI
+357.1%
-324.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -3.3% |
| 7D | -16.4% | +1.4% | -17.8% | -16.5% |
| 30D | -25.8% | +3.0% | -28.8% | -26.2% |
| 3M | -11.5% | +10.2% | -21.7% | -13.1% |
| 6M | +18.9% | -10.1% | +29.0% | +19.3% |
| YTD | +35.2% | -11.4% | +46.6% | +33.6% |
| 1Y | +14.5% | +8.4% | +6.1% | +9.7% |
| 3Y | +313.8% | +189.3% | +124.5% | +226.5% |
| 5Y | +32.6% | +370.4% | -337.9% | -11.5% |
| All | +32.6% | +357.1% | -324.5% | -11.5% |
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