-68.9%
S vs GFI
+515.1%
-584.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +0.1% | -5.1% | +5.2% | +0.5% |
| 30D | -11.8% | +13.4% | -25.2% | -12.8% |
| 3M | +33.9% | +36.2% | -2.3% | +30.2% |
| 6M | +40.1% | -9.8% | +49.9% | +40.2% |
| YTD | +32.1% | +7.7% | +24.4% | +29.2% |
| 1Y | +11.0% | +27.2% | -16.2% | +6.0% |
| 3Y | +16.9% | +300.3% | -283.4% | -6.5% |
| 5Y | -68.9% | +539.8% | -608.7% | -74.5% |
| All | -68.9% | +515.1% | -584.1% | -74.5% |
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