+191.1%
TRI vs GFI
+1,066.8%
-875.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | -7.9% | -4.9% | -3.0% | -7.8% |
| 30D | -4.5% | +10.7% | -15.2% | -4.8% |
| 3M | +22.1% | +25.6% | -3.5% | +21.4% |
| 6M | -2.8% | -8.3% | +5.5% | -2.7% |
| YTD | -23.4% | +6.3% | -29.7% | -23.9% |
| 1Y | -41.5% | +22.1% | -63.6% | -42.3% |
| 3Y | -19.2% | +289.2% | -308.4% | -24.2% |
| 5Y | -9.4% | +531.7% | -541.1% | -17.1% |
| All | +191.1% | +1,066.8% | -875.8% | +176.5% |
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