+302.0%
TRV vs GFI
+1,066.8%
-764.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.1% |
| 7D | +1.9% | -4.9% | +6.8% | +2.0% |
| 30D | +1.7% | +10.7% | -9.0% | +1.6% |
| 3M | +23.9% | +25.6% | -1.7% | +23.7% |
| 6M | +26.3% | -8.3% | +34.5% | +26.3% |
| YTD | +30.8% | +6.3% | +24.5% | +30.6% |
| 1Y | +36.3% | +22.1% | +14.2% | +35.8% |
| 3Y | +145.0% | +289.2% | -144.2% | +141.1% |
| 5Y | +163.9% | +531.7% | -367.8% | +158.9% |
| All | +302.0% | +1,066.8% | -764.8% | +321.0% |
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