+252.8%
SPOT vs GFI
+1,329.4%
-1,076.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.9% |
| 30D | +7.4% | +13.2% | -5.9% | +6.5% |
| 3M | +8.2% | +28.5% | -20.3% | +6.4% |
| 6M | +2.2% | -6.2% | +8.4% | +2.1% |
| YTD | -9.5% | +8.7% | -18.2% | -10.6% |
| 1Y | -23.8% | +24.8% | -48.7% | -25.6% |
| 3Y | +233.5% | +298.0% | -64.6% | +201.6% |
| 5Y | +112.2% | +546.0% | -433.8% | +86.3% |
| All | +252.8% | +1,329.4% | -1,076.6% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling