+59.1%
SO vs GFI
+515.1%
-456.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.1% | -5.1% | +4.0% | -0.8% |
| 30D | -3.7% | +13.4% | -17.2% | -4.5% |
| 3M | -5.9% | +36.2% | -42.1% | -7.9% |
| 6M | -7.3% | -9.8% | +2.5% | -7.1% |
| YTD | +3.1% | +7.7% | -4.6% | +1.7% |
| 1Y | -1.0% | +27.2% | -28.2% | -3.9% |
| 3Y | +43.2% | +300.3% | -257.1% | +25.0% |
| 5Y | +59.1% | +539.8% | -480.7% | +34.1% |
| All | +59.1% | +515.1% | -456.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling