+6,467.7%
TRV vs GFI
+660.1%
+5,807.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -1.5% | -5.1% | +3.7% | -1.4% |
| 30D | -1.8% | +13.4% | -15.2% | -2.1% |
| 3M | +21.6% | +36.2% | -14.7% | +20.6% |
| 6M | +22.5% | -9.8% | +32.3% | +22.5% |
| YTD | +28.1% | +7.7% | +20.5% | +27.5% |
| 1Y | +37.0% | +27.2% | +9.8% | +35.6% |
| 3Y | +141.9% | +300.3% | -158.4% | +131.4% |
| 5Y | +158.5% | +539.8% | -381.3% | +142.8% |
| 10Y | +297.5% | +1,058.5% | -761.0% | +261.5% |
| All | +6,467.7% | +660.1% | +5,807.6% | +6,271.7% |
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