+4,390.4%
SYY vs GFI
+660.1%
+3,730.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.9% |
| 7D | +1.5% | -5.1% | +6.7% | +1.6% |
| 30D | -2.3% | +13.4% | -15.7% | -2.4% |
| 3M | +5.5% | +36.2% | -30.7% | +5.2% |
| 6M | -1.0% | -9.8% | +8.9% | -1.0% |
| YTD | +14.1% | +7.7% | +6.4% | +14.0% |
| 1Y | +5.6% | +27.2% | -21.6% | +5.2% |
| 3Y | +27.9% | +300.3% | -272.4% | +26.3% |
| 5Y | +22.7% | +539.8% | -517.1% | +20.7% |
| 10Y | +113.9% | +1,058.5% | -944.6% | +110.9% |
| All | +4,390.4% | +660.1% | +3,730.3% | +4,734.1% |
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