+307.1%
TPR vs GFI
+1,081.9%
-774.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.0% |
| 7D | -5.1% | -5.1% | 0.0% | -4.9% |
| 30D | -27.6% | +13.4% | -41.0% | -28.0% |
| 3M | -17.5% | +36.2% | -53.7% | -18.8% |
| 6M | -21.3% | -9.8% | -11.5% | -21.3% |
| YTD | -8.5% | +7.7% | -16.1% | -9.2% |
| 1Y | +11.5% | +27.2% | -15.7% | +9.9% |
| 3Y | +288.0% | +300.3% | -12.3% | +269.6% |
| 5Y | +225.2% | +539.8% | -314.6% | +204.8% |
| All | +307.1% | +1,081.9% | -774.8% | +323.4% |
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 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