-49.3%
TE vs GFI
+524.1%
-573.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.9% |
| 7D | +0.2% | -4.9% | +5.1% | +1.4% |
| 30D | -5.9% | +10.7% | -16.6% | -8.0% |
| 3M | -45.6% | +25.6% | -71.2% | -48.5% |
| 6M | -43.4% | -8.3% | -35.1% | -43.3% |
| YTD | -31.0% | +6.3% | -37.3% | -32.7% |
| 1Y | +145.2% | +22.1% | +123.1% | +133.0% |
| 3Y | -24.1% | +289.2% | -313.2% | -44.3% |
| All | -49.3% | +524.1% | -573.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling