+76.5%
TNA vs GFI
+1,093.3%
-1,016.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -7.3% | -2.7% | -4.6% | -6.9% |
| 30D | -14.2% | +13.2% | -27.4% | -15.9% |
| 3M | -4.6% | +28.5% | -33.0% | -8.6% |
| 6M | +36.9% | -6.2% | +43.1% | +37.4% |
| YTD | +42.5% | +8.7% | +33.8% | +39.8% |
| 1Y | +45.8% | +24.8% | +20.9% | +40.1% |
| 3Y | +104.7% | +298.0% | -193.4% | +66.5% |
| 5Y | -21.7% | +546.0% | -567.7% | -40.0% |
| All | +76.5% | +1,093.3% | -1,016.8% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling