+113.8%
SYY vs GFI
+1,066.8%
-953.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | +3.9% | -4.9% | +8.8% | +4.1% |
| 30D | -1.7% | +10.7% | -12.5% | -2.1% |
| 3M | +5.2% | +25.6% | -20.5% | +4.3% |
| 6M | -0.2% | -8.3% | +8.1% | -0.2% |
| YTD | +15.4% | +6.3% | +9.1% | +14.8% |
| 1Y | +5.6% | +22.1% | -16.5% | +4.5% |
| 3Y | +28.9% | +289.2% | -260.3% | +22.4% |
| 5Y | +24.1% | +531.7% | -507.6% | +15.2% |
| All | +113.8% | +1,066.8% | -953.0% | +114.3% |
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