+1,412.8%
RF vs GFI
+508.9%
+903.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.3% | -0.3% |
| 7D | +0.4% | -5.4% | +5.8% | +0.5% |
| 30D | +5.6% | -1.5% | +7.1% | +5.6% |
| 3M | -8.9% | -10.2% | +1.3% | -8.7% |
| 6M | +7.1% | -19.3% | +26.3% | +7.4% |
| YTD | +8.3% | -13.7% | +22.1% | +8.3% |
| 1Y | +16.8% | -12.1% | +29.0% | +16.7% |
| 3Y | +115.0% | +208.4% | -93.3% | +106.7% |
| 5Y | +46.4% | +301.4% | -255.0% | +38.5% |
| 10Y | +230.2% | +1,285.2% | -1,055.0% | +193.6% |
| All | +1,412.8% | +508.9% | +903.9% | +1,279.8% |
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 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