+18.0%
Q vs GFI
+6.9%
+11.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -2.0% |
| 7D | -3.3% | +1.4% | -4.7% | -3.8% |
| 30D | -9.7% | +3.0% | -12.7% | -10.6% |
| 3M | -16.1% | +10.2% | -26.3% | -20.1% |
| 6M | -15.7% | -10.1% | -5.6% | -14.6% |
| YTD | +45.7% | -11.4% | +57.1% | +47.0% |
| 1Y | +18.0% | +8.4% | +9.6% | +9.8% |
| All | +18.0% | +6.9% | +11.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling