-45.9%
SE vs GFI
+26.4%
-72.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -5.2% | -4.9% | -0.4% | -4.2% |
| 30D | -17.1% | +10.7% | -27.8% | -18.9% |
| 3M | +24.0% | +25.6% | -1.6% | +17.4% |
| 6M | +21.0% | -8.3% | +29.2% | +20.2% |
| YTD | -16.7% | +6.3% | -23.0% | -17.0% |
| 1Y | -45.9% | +22.1% | -68.0% | -47.2% |
| All | -45.9% | +26.4% | -72.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling