+5,285.6%
O vs GFI
+539.2%
+4,746.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +4.7% | -7.0% | -2.6% |
| 30D | -2.4% | +14.4% | -16.9% | -3.5% |
| 3M | -0.6% | +32.5% | -33.1% | -2.9% |
| 6M | -5.0% | -7.2% | +2.2% | -5.1% |
| YTD | +10.4% | +10.9% | -0.5% | +8.5% |
| 1Y | +6.6% | +35.5% | -28.9% | +2.8% |
| 3Y | +28.4% | +312.1% | -283.7% | +12.5% |
| 5Y | +15.3% | +524.6% | -509.3% | -3.7% |
| 10Y | +55.3% | +1,092.7% | -1,037.4% | +17.6% |
| All | +5,285.6% | +539.2% | +4,746.4% | +4,049.2% |
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