+218.7%
TPR vs GFI
+512.6%
-293.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -7.3% | +4.7% | -12.0% | -7.7% |
| 30D | -30.7% | +14.4% | -45.2% | -31.7% |
| 3M | -21.6% | +32.5% | -54.1% | -23.9% |
| 6M | -21.3% | -7.2% | -14.2% | -21.5% |
| YTD | -10.2% | +10.9% | -21.0% | -11.9% |
| 1Y | +9.5% | +35.5% | -26.0% | +5.7% |
| 3Y | +280.8% | +312.1% | -31.3% | +237.8% |
| 5Y | +218.7% | +524.6% | -305.9% | +171.3% |
| All | +218.7% | +512.6% | -293.9% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling