-18.7%
TOST vs GFI
+32.8%
-51.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -4.7% | +4.7% | -9.4% | -4.8% |
| 30D | -9.1% | +14.4% | -23.5% | -9.4% |
| 3M | +29.8% | +32.5% | -2.7% | +28.7% |
| 6M | +10.0% | -7.2% | +17.2% | +9.8% |
| YTD | -8.6% | +10.9% | -19.5% | -11.3% |
| All | -18.7% | +32.8% | -51.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling