+497.6%
PL vs GFI
+227.6%
+270.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.5% | +6.8% | +9.3% |
| 7D | -6.8% | +19.0% | -25.8% | -11.9% |
| 30D | -29.3% | +11.8% | -41.1% | -31.8% |
| 3M | -44.8% | +7.3% | -52.0% | -46.6% |
| 6M | -68.4% | -13.3% | -55.1% | -67.6% |
| YTD | -36.4% | -5.6% | -30.8% | -36.9% |
| 1Y | +0.7% | +9.2% | -8.5% | -3.5% |
| All | +497.6% | +227.6% | +270.1% | +312.0% |
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 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