+6,037.0%
SO vs GFI
+685.3%
+5,351.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.0% | +5.7% | -4.6% | +0.9% |
| 30D | -3.2% | +15.6% | -18.8% | -3.6% |
| 3M | -1.7% | +31.5% | -33.2% | -2.5% |
| 6M | -7.2% | -3.7% | -3.5% | -7.3% |
| YTD | +4.6% | +11.2% | -6.7% | +3.9% |
| 1Y | +1.2% | +36.4% | -35.2% | -0.2% |
| 3Y | +45.3% | +313.5% | -268.3% | +38.4% |
| 5Y | +58.7% | +528.0% | -469.3% | +49.0% |
| 10Y | +155.9% | +1,021.4% | -865.6% | +133.8% |
| All | +6,037.0% | +685.3% | +5,351.8% | +5,647.4% |
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