+147.7%
P vs GFI
+304.2%
-156.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +5.0% | +4.7% | +0.3% | +4.3% |
| 30D | -0.9% | +14.4% | -15.4% | -2.9% |
| 3M | +38.7% | +32.5% | +6.1% | +32.4% |
| 6M | +54.4% | -7.2% | +61.5% | +54.0% |
| YTD | +44.8% | +10.9% | +34.0% | +41.6% |
| 1Y | +22.5% | +35.5% | -12.9% | +17.4% |
| All | +147.7% | +304.2% | -156.5% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling