+28.2%
POET vs GFI
+1,066.8%
-1,038.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +0.4% | -4.9% | +5.2% | +1.1% |
| 30D | -10.4% | +10.7% | -21.1% | -11.7% |
| 3M | -29.3% | +25.6% | -55.0% | -31.7% |
| 6M | +6.9% | -8.3% | +15.1% | +7.9% |
| YTD | +25.6% | +6.3% | +19.3% | +24.0% |
| 1Y | +49.2% | +22.1% | +27.1% | +44.8% |
| 3Y | +128.4% | +289.2% | -160.7% | +95.5% |
| 5Y | -4.2% | +531.7% | -535.9% | -22.2% |
| All | +28.2% | +1,066.8% | -1,038.6% | -10.0% |
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 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