+229.2%
TER vs GFI
+26.4%
+202.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +3.1% |
| 7D | +6.4% | -4.9% | +11.2% | +8.5% |
| 30D | -5.7% | +10.7% | -16.4% | -10.1% |
| 3M | -0.4% | +25.6% | -26.0% | -11.9% |
| 6M | +25.8% | -8.3% | +34.1% | +27.1% |
| YTD | +96.4% | +6.3% | +90.1% | +91.5% |
| 1Y | +229.2% | +22.1% | +207.2% | +201.9% |
| All | +229.2% | +26.4% | +202.8% | +201.9% |
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