+11.3%
O vs GFI
+6.9%
+4.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.8% |
| 7D | +5.8% | +1.4% | +4.4% | +5.7% |
| 30D | +10.7% | +3.0% | +7.7% | +10.5% |
| 3M | -4.5% | +10.2% | -14.7% | -4.9% |
| 6M | -4.1% | -10.1% | +6.0% | -3.7% |
| YTD | +9.8% | -11.4% | +21.2% | +9.9% |
| 1Y | +11.3% | +8.4% | +2.9% | +11.5% |
| All | +11.3% | +6.9% | +4.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling