+278.4%
TER vs GFI
+292.6%
-14.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.9% |
| 7D | +9.4% | -5.1% | +14.5% | +10.6% |
| 30D | -2.4% | +13.4% | -15.9% | -5.2% |
| 3M | +6.5% | +36.2% | -29.7% | -1.2% |
| 6M | +23.2% | -9.8% | +33.0% | +23.4% |
| YTD | +91.5% | +7.7% | +83.8% | +89.1% |
| 1Y | +214.8% | +27.2% | +187.6% | +206.9% |
| All | +278.4% | +292.6% | -14.2% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling