+268.9%
P vs GFI
+512.6%
-243.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +5.0% | +4.7% | +0.3% | +4.4% |
| 30D | -0.9% | +14.4% | -15.4% | -2.7% |
| 3M | +38.7% | +32.5% | +6.1% | +33.3% |
| 6M | +54.4% | -7.2% | +61.5% | +54.0% |
| YTD | +44.8% | +10.9% | +34.0% | +41.9% |
| 1Y | +22.5% | +35.5% | -12.9% | +17.6% |
| 3Y | +148.2% | +312.1% | -163.9% | +108.6% |
| 5Y | +268.9% | +524.6% | -255.7% | +196.9% |
| All | +268.9% | +512.6% | -243.7% | +196.9% |
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