+335.4%
RF vs GFI
+1,081.9%
-746.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -1.6% | -5.1% | +3.5% | -1.7% |
| 30D | -4.3% | +13.4% | -17.7% | -4.1% |
| 3M | +5.9% | +36.2% | -30.4% | +6.4% |
| 6M | +14.1% | -9.8% | +24.0% | +14.0% |
| YTD | +13.8% | +7.7% | +6.1% | +14.2% |
| 1Y | +15.2% | +27.2% | -12.0% | +16.1% |
| 3Y | +90.6% | +300.3% | -209.7% | +96.8% |
| 5Y | +88.9% | +539.8% | -450.9% | +98.1% |
| All | +335.4% | +1,081.9% | -746.5% | +431.7% |
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 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