+16.0%
O vs GFI
+524.1%
-508.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | -4.5% | +10.7% | -15.2% | -5.2% |
| 3M | -2.6% | +25.6% | -28.3% | -4.4% |
| 6M | -5.6% | -8.3% | +2.6% | -5.5% |
| YTD | +9.3% | +6.3% | +3.0% | +7.7% |
| 1Y | +4.3% | +22.1% | -17.8% | +1.2% |
| 3Y | +27.4% | +289.2% | -261.8% | +10.2% |
| All | +16.0% | +524.1% | -508.1% | -6.2% |
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 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