-25.8%
TE vs GFI
+6.9%
-32.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.3% | -9.9% | -7.1% |
| 7D | +3.8% | +1.4% | +2.4% | +2.3% |
| 30D | -26.2% | +3.0% | -29.2% | -28.1% |
| 3M | -49.7% | +10.2% | -59.9% | -53.6% |
| 6M | -46.5% | -10.1% | -36.4% | -44.7% |
| YTD | -59.1% | -11.4% | -47.7% | -65.7% |
| 1Y | -25.8% | +8.4% | -34.2% | -55.2% |
| All | -25.8% | +6.9% | -32.8% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling