+47.1%
RF vs GFI
+324.6%
-277.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.3% |
| 30D | +4.6% | +2.2% | +2.5% | +4.6% |
| 3M | -8.4% | -4.6% | -3.8% | -8.4% |
| 6M | +8.9% | -16.7% | +25.6% | +8.8% |
| YTD | +8.8% | -9.5% | +18.3% | +9.0% |
| 1Y | +18.9% | -6.8% | +25.7% | +19.1% |
| 3Y | +116.0% | +223.7% | -107.7% | +117.8% |
| All | +47.1% | +324.6% | -277.6% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling