+356.2%
TPR vs GFI
+1,288.5%
-932.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.3% | -8.7% | +8.4% | +0.1% |
| 30D | +15.1% | +0.6% | +14.5% | +15.0% |
| 3M | +3.5% | -7.5% | +11.0% | +3.7% |
| 6M | +0.4% | -18.3% | +18.8% | +1.0% |
| YTD | +4.6% | -13.8% | +18.4% | +4.8% |
| 1Y | +33.1% | -8.8% | +42.0% | +33.0% |
| 3Y | +396.0% | +215.8% | +180.1% | +377.3% |
| 5Y | +230.3% | +301.2% | -70.9% | +212.9% |
| All | +356.2% | +1,288.5% | -932.3% | +372.0% |
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