+15,250.0%
TER vs GFI
+682.6%
+14,567.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.2% |
| 7D | +12.4% | +4.7% | +7.7% | +11.8% |
| 30D | +5.1% | +14.4% | -9.3% | +3.7% |
| 3M | +4.0% | +32.5% | -28.6% | +1.0% |
| 6M | +29.5% | -7.2% | +36.7% | +30.0% |
| YTD | +98.5% | +10.9% | +87.6% | +96.2% |
| 1Y | +234.1% | +35.5% | +198.6% | +224.1% |
| 3Y | +289.0% | +312.1% | -23.1% | +238.0% |
| 5Y | +228.2% | +524.6% | -296.4% | +170.4% |
| 10Y | +1,895.7% | +1,092.7% | +802.9% | +1,383.3% |
| All | +15,250.0% | +682.6% | +14,567.4% | +9,228.2% |
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