+8,187.2%
TMO vs GFI
+650.5%
+7,536.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | -0.6% | -4.9% | +4.2% | -0.5% |
| 30D | +1.1% | +10.7% | -9.6% | +0.7% |
| 3M | +28.3% | +25.6% | +2.7% | +27.1% |
| 6M | +23.3% | -8.3% | +31.5% | +23.3% |
| YTD | +5.5% | +6.3% | -0.9% | +4.8% |
| 1Y | +24.5% | +22.1% | +2.5% | +23.0% |
| 3Y | +19.6% | +289.2% | -269.6% | +12.3% |
| 5Y | +8.1% | +531.7% | -523.5% | -0.9% |
| 10Y | +336.7% | +1,043.8% | -707.1% | +285.0% |
| All | +8,187.2% | +650.5% | +7,536.7% | +7,160.6% |
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