+144.6%
TOST vs GFI
+228.0%
-83.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | 0.0% |
| 7D | +3.0% | +10.4% | -7.4% | +1.9% |
| 30D | +10.3% | +3.6% | +6.6% | +9.7% |
| 3M | -3.3% | -5.1% | +1.8% | -3.2% |
| 6M | +37.8% | -13.0% | +50.8% | +38.7% |
| YTD | -2.8% | -8.0% | +5.2% | -4.6% |
| 1Y | -9.6% | -5.0% | -4.6% | -11.8% |
| 3Y | +144.6% | +228.8% | -84.1% | +75.4% |
| All | +144.6% | +228.0% | -83.4% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling