+26.7%
Q vs GFI
+28.9%
-2.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +0.2% | +3.1% | -2.9% | -0.8% |
| 30D | -11.1% | +27.1% | -38.2% | -17.8% |
| 3M | -22.1% | +21.2% | -43.3% | -27.4% |
| 6M | +0.5% | -4.5% | +5.0% | -0.6% |
| YTD | +47.8% | +11.7% | +36.1% | +42.5% |
| All | +26.7% | +28.9% | -2.2% | +17.5% |
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 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