+40,166.6%
SBUX vs GFI
+864.4%
+39,302.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -6.2% | -5.1% | -1.1% | -6.1% |
| 30D | -6.4% | +13.4% | -19.9% | -6.9% |
| 3M | +1.0% | +36.2% | -35.2% | -0.1% |
| 6M | -0.4% | -9.8% | +9.4% | -0.3% |
| YTD | +20.0% | +7.7% | +12.3% | +19.2% |
| 1Y | +22.8% | +27.2% | -4.4% | +21.1% |
| 3Y | +12.3% | +300.3% | -288.0% | +5.9% |
| 5Y | -6.4% | +539.8% | -546.2% | -13.7% |
| 10Y | +126.5% | +1,058.5% | -932.0% | +100.8% |
| All | +40,166.6% | +864.4% | +39,302.2% | +41,038.3% |
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