-53.1%
TE vs GFI
+821.4%
-874.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | -5.9% | +13.2% | -19.2% | -7.4% |
| 3M | -45.6% | +28.5% | -74.1% | -47.4% |
| 6M | -43.4% | -6.2% | -37.2% | -43.5% |
| YTD | -31.0% | +8.7% | -39.7% | -32.0% |
| 1Y | +145.2% | +24.8% | +120.4% | +138.5% |
| 3Y | -24.1% | +298.0% | -322.1% | -33.7% |
| 5Y | -48.1% | +546.0% | -594.1% | -55.9% |
| All | -53.1% | +821.4% | -874.4% | -59.7% |
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