+648.6%
P vs GFI
+1,081.9%
-433.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -2.8% |
| 7D | -4.1% | -5.1% | +1.0% | -3.8% |
| 30D | -14.0% | +13.4% | -27.4% | -14.8% |
| 3M | +41.4% | +36.2% | +5.2% | +37.9% |
| 6M | +54.2% | -9.8% | +64.0% | +54.3% |
| YTD | +40.4% | +7.7% | +32.8% | +39.0% |
| 1Y | +16.0% | +27.2% | -11.2% | +13.5% |
| 3Y | +140.7% | +300.3% | -159.6% | +118.8% |
| 5Y | +256.3% | +539.8% | -283.5% | +214.5% |
| All | +648.6% | +1,081.9% | -433.2% | +587.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling