+5,062.7%
NI vs GFI
+660.1%
+4,402.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -0.6% | -5.1% | +4.6% | -0.4% |
| 30D | -1.4% | +13.4% | -14.8% | -2.0% |
| 3M | -10.6% | +36.2% | -46.8% | -11.9% |
| 6M | -9.9% | -9.8% | -0.1% | -9.9% |
| YTD | +1.2% | +7.7% | -6.5% | +0.3% |
| 1Y | +4.4% | +27.2% | -22.8% | +2.6% |
| 3Y | +68.6% | +300.3% | -231.7% | +56.7% |
| 5Y | +98.0% | +539.8% | -441.8% | +79.2% |
| 10Y | +143.6% | +1,058.5% | -914.9% | +110.1% |
| All | +5,062.7% | +660.1% | +4,402.6% | +4,456.2% |
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