+7,716.4%
TPR vs GFI
+2,831.0%
+4,885.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -2.3% | +3.1% | -5.4% | -2.5% |
| 30D | -23.0% | +27.1% | -50.1% | -24.3% |
| 3M | -12.5% | +21.2% | -33.6% | -13.8% |
| 6M | -21.4% | -4.5% | -16.9% | -21.5% |
| YTD | -3.5% | +11.7% | -15.2% | -4.9% |
| 1Y | +17.4% | +46.0% | -28.7% | +13.5% |
| 3Y | +291.3% | +309.6% | -18.3% | +250.6% |
| 5Y | +241.9% | +506.0% | -264.1% | +193.5% |
| 10Y | +322.7% | +1,009.2% | -686.5% | +233.9% |
| All | +7,716.4% | +2,831.0% | +4,885.4% | +5,372.9% |
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 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