+44.1%
PL vs GFI
+356.5%
-312.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +0.9% |
| 7D | +5.6% | +10.4% | -4.8% | +3.3% |
| 30D | -16.9% | +3.6% | -20.6% | -17.7% |
| 3M | -38.2% | -5.1% | -33.2% | -38.0% |
| 6M | -63.4% | -13.0% | -50.4% | -62.7% |
| YTD | -27.6% | -8.0% | -19.6% | -27.4% |
| 1Y | +6.6% | -5.0% | +11.6% | +6.3% |
| 3Y | +557.6% | +228.8% | +328.8% | +432.5% |
| 5Y | +39.5% | +354.4% | -314.9% | +5.5% |
| All | +44.1% | +356.5% | -312.4% | +9.3% |
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