+211.9%
TER vs GFI
+515.1%
-303.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.0% |
| 7D | +9.4% | -5.1% | +14.5% | +10.4% |
| 30D | -2.4% | +13.4% | -15.9% | -4.8% |
| 3M | +6.5% | +36.2% | -29.7% | 0.0% |
| 6M | +23.2% | -9.8% | +33.0% | +23.8% |
| YTD | +91.5% | +7.7% | +83.8% | +88.8% |
| 1Y | +214.8% | +27.2% | +187.6% | +204.2% |
| 3Y | +275.3% | +300.3% | -25.0% | +211.6% |
| 5Y | +211.9% | +539.8% | -327.9% | +136.4% |
| All | +211.9% | +515.1% | -303.2% | +136.4% |
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