+70.3%
PR vs GFI
+1,145.5%
-1,075.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +8.0% | +1.0% |
| 7D | -9.5% | +10.4% | -19.9% | -9.6% |
| 30D | -5.7% | +3.6% | -9.3% | -5.7% |
| 3M | +3.0% | -5.1% | +8.1% | +3.0% |
| 6M | +11.8% | -13.0% | +24.8% | +12.0% |
| YTD | +58.5% | -8.0% | +66.5% | +58.3% |
| 1Y | +69.9% | -5.0% | +74.9% | +69.5% |
| 3Y | +84.9% | +228.8% | -143.9% | +78.6% |
| 5Y | +246.4% | +354.4% | -107.9% | +235.5% |
| 10Y | +70.3% | +1,238.7% | -1,168.4% | +89.5% |
| All | +70.3% | +1,145.5% | -1,075.2% | +89.5% |
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