+422.7%
PR vs GFI
+521.0%
-98.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -0.6% | +5.7% | -6.3% | -0.9% |
| 30D | +17.4% | +15.6% | +1.8% | +16.4% |
| 3M | +21.8% | +31.5% | -9.8% | +19.5% |
| 6M | +27.6% | -3.7% | +31.3% | +27.5% |
| YTD | +71.4% | +11.2% | +60.2% | +68.3% |
| 1Y | +78.3% | +36.4% | +41.9% | +70.5% |
| 3Y | +85.5% | +313.5% | -228.0% | +51.5% |
| 5Y | +422.7% | +528.0% | -105.4% | +325.7% |
| All | +422.7% | +521.0% | -98.3% | +325.7% |
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