+129.9%
TLT vs GFI
+730.6%
-600.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -0.3% | +4.7% | -5.0% | -0.4% |
| 30D | 0.0% | +14.4% | -14.4% | -0.3% |
| 3M | -2.9% | +32.5% | -35.4% | -3.6% |
| 6M | -6.3% | -7.2% | +0.9% | -6.3% |
| YTD | -3.3% | +10.9% | -14.2% | -3.9% |
| 1Y | -4.2% | +35.5% | -39.7% | -5.3% |
| 3Y | -1.7% | +312.1% | -313.8% | -5.6% |
| 5Y | -34.9% | +524.6% | -559.5% | -38.1% |
| 10Y | -19.8% | +1,092.7% | -1,112.5% | -24.9% |
| All | +129.9% | +730.6% | -600.7% | +115.6% |
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