+32.0%
Q vs GFI
+27.9%
+4.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +6.6% | +4.7% | +1.9% | +5.1% |
| 30D | -6.6% | +14.4% | -21.0% | -10.6% |
| 3M | -13.2% | +32.5% | -45.7% | -21.8% |
| 6M | +9.9% | -7.2% | +17.1% | +9.7% |
| YTD | +53.9% | +10.9% | +43.1% | +48.7% |
| All | +32.0% | +27.9% | +4.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling