-2.1%
TLT vs GFI
+292.6%
-294.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -1.6% | -5.1% | +3.6% | -1.4% |
| 30D | -1.3% | +13.4% | -14.8% | -1.9% |
| 3M | -3.7% | +36.2% | -40.0% | -5.2% |
| 6M | -6.4% | -9.8% | +3.5% | -6.3% |
| YTD | -4.5% | +7.7% | -12.1% | -5.4% |
| 1Y | -5.9% | +27.2% | -33.1% | -7.9% |
| All | -2.1% | +292.6% | -294.7% | -16.1% |
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