-46.4%
TOST vs GFI
+406.4%
-452.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.1% |
| 7D | -4.7% | -5.4% | +0.8% | -4.1% |
| 30D | +8.5% | -1.5% | +10.1% | +8.6% |
| 3M | -1.6% | -10.2% | +8.6% | -0.8% |
| 6M | +44.1% | -19.3% | +63.4% | +46.5% |
| YTD | -5.6% | -13.7% | +8.1% | -6.5% |
| 1Y | -12.6% | -12.1% | -0.4% | -13.8% |
| 3Y | +137.6% | +208.4% | -70.8% | +83.9% |
| 5Y | -30.4% | +301.4% | -331.8% | -53.0% |
| All | -46.4% | +406.4% | -452.7% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling