+59.7%
TOST vs GFI
+317.3%
-257.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -0.9% | +5.7% | -6.6% | -1.5% |
| 30D | -3.5% | +15.6% | -19.1% | -5.0% |
| 3M | +38.1% | +31.5% | +6.6% | +33.7% |
| 6M | +9.9% | -3.7% | +13.6% | +9.5% |
| YTD | -6.3% | +11.2% | -17.5% | -9.6% |
| 1Y | -18.3% | +36.4% | -54.7% | -24.5% |
| 3Y | +59.7% | +313.5% | -253.8% | +7.9% |
| All | +59.7% | +317.3% | -257.5% | +7.9% |
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