+1,514.2%
RF vs GFI
+688.7%
+825.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.3% | +3.1% | -1.8% | +1.2% |
| 30D | -3.6% | +27.1% | -30.7% | -4.2% |
| 3M | +8.1% | +21.2% | -13.1% | +7.4% |
| 6M | +11.5% | -4.5% | +16.0% | +11.4% |
| YTD | +15.6% | +11.7% | +3.8% | +14.9% |
| 1Y | +15.7% | +46.0% | -30.4% | +14.1% |
| 3Y | +86.9% | +309.6% | -222.7% | +78.4% |
| 5Y | +89.8% | +506.0% | -416.2% | +77.7% |
| 10Y | +344.7% | +1,009.2% | -664.5% | +299.9% |
| All | +1,514.2% | +688.7% | +825.4% | +1,363.7% |
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 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