+506.3%
PL vs GFI
+304.2%
+202.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -13.9% | +4.7% | -18.6% | -15.2% |
| 30D | -25.5% | +14.4% | -39.9% | -28.6% |
| 3M | -44.8% | +32.5% | -77.3% | -49.7% |
| 6M | -33.3% | -7.2% | -26.2% | -33.2% |
| YTD | -12.7% | +10.9% | -23.5% | -16.6% |
| 1Y | +90.9% | +35.5% | +55.4% | +73.4% |
| All | +506.3% | +304.2% | +202.1% | +350.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling