+73.9%
PL vs GFI
+450.3%
-376.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -13.9% | +4.7% | -18.6% | -14.9% |
| 30D | -25.5% | +14.4% | -39.9% | -27.9% |
| 3M | -44.8% | +32.5% | -77.3% | -48.5% |
| 6M | -33.3% | -7.2% | -26.2% | -33.2% |
| YTD | -12.7% | +10.9% | -23.5% | -15.6% |
| 1Y | +90.9% | +35.5% | +55.4% | +77.7% |
| 3Y | +528.5% | +312.1% | +216.3% | +387.1% |
| 5Y | +72.7% | +524.6% | -451.9% | +26.2% |
| All | +73.9% | +450.3% | -376.4% | +27.1% |
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 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