+746.4%
TEAM vs GFI
+2,262.7%
-1,516.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -4.7% | +4.7% | -9.4% | -4.9% |
| 30D | +17.0% | +14.4% | +2.6% | +16.3% |
| 3M | +85.9% | +32.5% | +53.4% | +83.7% |
| 6M | +116.7% | -7.2% | +123.8% | +116.3% |
| YTD | +9.6% | +10.9% | -1.2% | +8.2% |
| 1Y | -2.5% | +35.5% | -38.0% | -5.0% |
| 3Y | -14.0% | +312.1% | -326.1% | -21.5% |
| 5Y | -53.1% | +524.6% | -577.7% | -58.0% |
| 10Y | +502.9% | +1,092.7% | -589.8% | +445.2% |
| All | +746.4% | +2,262.7% | -1,516.3% | +624.8% |
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 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