+515.4%
TRI vs GFI
+573.6%
-58.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -7.9% | -4.9% | -3.0% | -7.6% |
| 30D | -4.5% | +10.7% | -15.2% | -5.1% |
| 3M | +22.1% | +25.6% | -3.5% | +20.1% |
| 6M | -2.8% | -8.3% | +5.5% | -2.9% |
| YTD | -23.4% | +6.3% | -29.7% | -24.5% |
| 1Y | -41.5% | +22.1% | -63.6% | -43.1% |
| 3Y | -19.2% | +289.2% | -308.4% | -28.3% |
| 5Y | -9.4% | +531.7% | -541.1% | -23.7% |
| 10Y | +195.6% | +1,043.8% | -848.2% | +126.7% |
| All | +515.4% | +573.6% | -58.2% | +331.5% |
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 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