-19.2%
TRI vs GFI
+296.4%
-315.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.9% |
| 30D | -4.5% | +13.2% | -17.7% | -4.4% |
| 3M | +22.1% | +28.5% | -6.4% | +22.4% |
| 6M | -2.8% | -6.2% | +3.4% | -2.1% |
| YTD | -23.4% | +8.7% | -32.1% | -23.6% |
| 1Y | -41.5% | +24.8% | -66.4% | -42.2% |
| 3Y | -19.2% | +298.0% | -317.2% | -24.9% |
| All | -19.2% | +296.4% | -315.6% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling