+67.9%
NI vs GFI
+287.6%
-219.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | -1.4% | +10.7% | -12.1% | -2.2% |
| 3M | -10.6% | +25.6% | -36.2% | -12.3% |
| 6M | -9.3% | -8.3% | -1.1% | -9.2% |
| YTD | +1.1% | +6.3% | -5.2% | -0.5% |
| 1Y | +3.4% | +22.1% | -18.7% | 0.0% |
| 3Y | +67.9% | +289.2% | -221.3% | +34.3% |
| All | +67.9% | +287.6% | -219.8% | +34.3% |
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 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