+250.1%
SPOT vs GFI
+1,315.7%
-1,065.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | -6.9% | -5.1% | -1.7% | -6.6% |
| 30D | +4.1% | +13.4% | -9.3% | +3.3% |
| 3M | +3.7% | +36.2% | -32.5% | +1.6% |
| 6M | -1.6% | -9.8% | +8.2% | -1.5% |
| YTD | -10.2% | +7.7% | -17.8% | -11.2% |
| 1Y | -25.9% | +27.2% | -53.1% | -27.7% |
| 3Y | +235.6% | +300.3% | -64.7% | +203.5% |
| 5Y | +110.6% | +539.8% | -429.2% | +84.9% |
| All | +250.1% | +1,315.7% | -1,065.5% | +235.1% |
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