+117.9%
RF vs GFI
+230.7%
-112.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.4% |
| 30D | +4.6% | +2.2% | +2.5% | +4.5% |
| 3M | -8.4% | -4.6% | -3.8% | -8.4% |
| 6M | +8.9% | -16.7% | +25.6% | +9.1% |
| YTD | +8.8% | -9.5% | +18.3% | +8.9% |
| 1Y | +18.9% | -6.8% | +25.7% | +19.0% |
| All | +117.9% | +230.7% | -112.8% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling