+1,831.4%
T vs GFI
+682.6%
+1,148.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | -3.1% | +4.7% | -7.8% | -3.2% |
| 30D | +4.6% | +14.4% | -9.9% | +4.3% |
| 3M | +12.2% | +32.5% | -20.3% | +11.6% |
| 6M | -6.5% | -7.2% | +0.7% | -6.5% |
| YTD | +4.9% | +10.9% | -6.0% | +4.4% |
| 1Y | -10.5% | +35.5% | -45.9% | -11.4% |
| 3Y | +104.6% | +312.1% | -207.5% | +97.4% |
| 5Y | +64.2% | +524.6% | -460.4% | +56.6% |
| 10Y | +68.4% | +1,092.7% | -1,024.3% | +57.2% |
| All | +1,831.4% | +682.6% | +1,148.8% | +1,841.5% |
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 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