+553.4%
SE vs GFI
+1,302.4%
-749.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -5.2% | -4.9% | -0.4% | -4.7% |
| 30D | -17.1% | +10.7% | -27.8% | -18.0% |
| 3M | +24.0% | +25.6% | -1.6% | +20.8% |
| 6M | +21.0% | -8.3% | +29.2% | +21.1% |
| YTD | -16.7% | +6.3% | -23.0% | -17.7% |
| 1Y | -45.9% | +22.1% | -68.0% | -47.4% |
| 3Y | +177.8% | +289.2% | -111.4% | +140.1% |
| 5Y | -67.4% | +531.7% | -599.0% | -73.5% |
| All | +553.4% | +1,302.4% | -749.0% | +452.1% |
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