+199.8%
TER vs GFI
+45.3%
+154.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +6.1% |
| 7D | +0.6% | +3.1% | -2.6% | -0.8% |
| 30D | -8.3% | +27.1% | -35.4% | -17.7% |
| 3M | -12.2% | +21.2% | -33.4% | -20.4% |
| 6M | +17.0% | -4.5% | +21.5% | +16.2% |
| YTD | +84.6% | +11.7% | +72.9% | +76.8% |
| 1Y | +199.8% | +46.0% | +153.8% | +163.8% |
| All | +199.8% | +45.3% | +154.5% | +163.8% |
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 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