+3,061.7%
SPY vs GFI
+1,373.0%
+1,688.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | -0.4% | +4.7% | -5.1% | -0.6% |
| 30D | -1.4% | +14.4% | -15.8% | -2.0% |
| 3M | +3.7% | +32.5% | -28.8% | +2.3% |
| 6M | +13.0% | -7.2% | +20.2% | +13.0% |
| YTD | +12.4% | +10.9% | +1.5% | +11.4% |
| 1Y | +18.5% | +35.5% | -16.9% | +16.3% |
| 3Y | +77.6% | +312.1% | -234.5% | +65.2% |
| 5Y | +81.7% | +524.6% | -442.9% | +64.5% |
| 10Y | +319.7% | +1,092.7% | -773.1% | +261.5% |
| All | +3,061.7% | +1,373.0% | +1,688.7% | +2,696.8% |
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