-6.4%
TLT vs GFI
+26.4%
-32.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -1.6% | -4.9% | +3.2% | -1.5% |
| 30D | -1.1% | +10.7% | -11.9% | -1.4% |
| 3M | -4.9% | +25.6% | -30.5% | -5.4% |
| 6M | -5.0% | -8.3% | +3.2% | -5.4% |
| YTD | -4.4% | +6.3% | -10.7% | -4.5% |
| 1Y | -6.4% | +22.1% | -28.5% | -6.3% |
| All | -6.4% | +26.4% | -32.8% | -6.3% |
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