-48.9%
TOST vs GFI
+532.1%
-581.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -5.9% | -5.1% | -0.7% | -5.3% |
| 30D | -8.4% | +13.4% | -21.9% | -9.9% |
| 3M | +31.4% | +36.2% | -4.8% | +26.0% |
| 6M | +10.5% | -9.8% | +20.3% | +10.9% |
| YTD | -10.1% | +7.7% | -17.7% | -12.9% |
| 1Y | -19.9% | +27.2% | -47.1% | -25.1% |
| 3Y | +53.3% | +300.3% | -247.0% | +15.2% |
| All | -48.9% | +532.1% | -581.0% | -71.5% |
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