+87.0%
RF vs GFI
+512.6%
-425.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.1% | +4.7% | -4.8% | -0.1% |
| 30D | -4.0% | +14.4% | -18.5% | -4.0% |
| 3M | +5.6% | +32.5% | -26.9% | +5.6% |
| 6M | +13.1% | -7.2% | +20.2% | +13.0% |
| YTD | +13.6% | +10.9% | +2.7% | +13.7% |
| 1Y | +16.0% | +35.5% | -19.5% | +16.3% |
| 3Y | +90.2% | +312.1% | -221.9% | +92.1% |
| 5Y | +87.0% | +524.6% | -437.6% | +90.5% |
| All | +87.0% | +512.6% | -425.6% | +90.5% |
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