+180.5%
PL vs GFI
+45.3%
+135.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | -9.3% | +3.1% | -12.4% | -10.8% |
| 30D | -18.9% | +27.1% | -46.0% | -27.5% |
| 3M | -58.4% | +21.2% | -79.5% | -62.1% |
| 6M | -30.3% | -4.5% | -25.8% | -30.5% |
| YTD | -8.1% | +11.7% | -19.8% | -16.7% |
| 1Y | +180.5% | +46.0% | +134.4% | +100.8% |
| All | +180.5% | +45.3% | +135.2% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling