+597.0%
SE vs GFI
+1,367.4%
-770.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | +5.7% | -5.1% | 0.0% |
| 30D | -0.1% | +15.6% | -15.7% | -1.7% |
| 3M | +34.1% | +31.5% | +2.6% | +30.0% |
| 6M | +23.2% | -3.7% | +26.9% | +22.7% |
| YTD | -11.2% | +11.2% | -22.4% | -12.6% |
| 1Y | -40.5% | +36.4% | -76.9% | -42.8% |
| 3Y | +196.3% | +313.5% | -117.2% | +154.6% |
| 5Y | -67.0% | +528.0% | -595.0% | -73.2% |
| All | +597.0% | +1,367.4% | -770.4% | +486.2% |
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 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