+40.4%
PL vs GFI
+328.2%
-287.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.7% | -2.0% |
| 7D | +22.3% | -5.4% | +27.7% | +23.9% |
| 30D | -8.3% | -1.5% | -6.8% | -8.1% |
| 3M | -43.3% | -10.2% | -33.1% | -42.3% |
| 6M | -65.8% | -19.3% | -46.6% | -64.6% |
| YTD | -29.5% | -13.7% | -15.8% | -28.3% |
| 1Y | +11.7% | -12.1% | +23.9% | +13.3% |
| 3Y | +540.6% | +208.4% | +332.2% | +426.1% |
| 5Y | +32.9% | +301.4% | -268.5% | +1.9% |
| All | +40.4% | +328.2% | -287.8% | +8.0% |
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