+79.0%
PL vs GFI
+521.0%
-442.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -7.5% | +5.7% | -13.2% | -8.9% |
| 30D | -25.6% | +15.6% | -41.2% | -28.3% |
| 3M | -45.6% | +31.5% | -77.1% | -49.4% |
| 6M | -29.5% | -3.7% | -25.8% | -30.0% |
| YTD | -9.7% | +11.2% | -20.9% | -12.9% |
| 1Y | +84.4% | +36.4% | +48.0% | +70.6% |
| 3Y | +550.0% | +313.5% | +236.5% | +393.6% |
| 5Y | +79.0% | +528.0% | -449.0% | +24.4% |
| All | +79.0% | +521.0% | -442.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling