+5,191.1%
SPG vs GFI
+677.9%
+4,513.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.3% |
| 7D | -2.2% | -5.1% | +2.9% | -1.9% |
| 30D | -5.8% | +13.4% | -19.2% | -6.6% |
| 3M | -2.8% | +36.2% | -39.0% | -5.0% |
| 6M | +8.9% | -9.8% | +18.7% | +9.0% |
| YTD | +14.3% | +7.7% | +6.6% | +12.7% |
| 1Y | +19.5% | +27.2% | -7.7% | +16.1% |
| 3Y | +106.9% | +300.3% | -193.4% | +83.4% |
| 5Y | +108.7% | +539.8% | -431.1% | +75.7% |
| 10Y | +63.8% | +1,058.5% | -994.7% | +25.8% |
| All | +5,191.1% | +677.9% | +4,513.1% | +3,853.1% |
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 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