+123.9%
SBUX vs GFI
+1,093.3%
-969.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -5.4% |
| 30D | -8.5% | +13.2% | -21.7% | -8.8% |
| 3M | -2.9% | +28.5% | -31.4% | -3.7% |
| 6M | -1.5% | -6.2% | +4.6% | -1.6% |
| YTD | +19.4% | +8.7% | +10.7% | +18.8% |
| 1Y | +22.9% | +24.8% | -1.9% | +21.8% |
| 3Y | +11.3% | +298.0% | -286.7% | +6.6% |
| 5Y | -6.9% | +546.0% | -552.9% | -11.6% |
| All | +123.9% | +1,093.3% | -969.4% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling