+485.4%
P vs GFI
+1,982.6%
-1,497.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +6.5% | +3.1% | +3.4% | +6.3% |
| 30D | +18.8% | +27.1% | -8.3% | +16.9% |
| 3M | +26.7% | +21.2% | +5.6% | +24.9% |
| 6M | +62.2% | -4.5% | +66.7% | +61.7% |
| YTD | +48.5% | +11.7% | +36.8% | +46.8% |
| 1Y | +26.4% | +46.0% | -19.7% | +23.2% |
| 3Y | +159.4% | +309.6% | -150.1% | +138.1% |
| 5Y | +275.8% | +506.0% | -230.2% | +236.8% |
| 10Y | +732.0% | +1,009.2% | -277.2% | +666.0% |
| All | +485.4% | +1,982.6% | -1,497.3% | +421.4% |
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