+161.7%
TTMI vs GFI
+29.3%
+132.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.0% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | -8.4% | +13.2% | -21.7% | -13.6% |
| 3M | -32.5% | +28.5% | -60.9% | -40.4% |
| 6M | +32.5% | -6.2% | +38.7% | +32.3% |
| YTD | +83.2% | +8.7% | +74.5% | +67.2% |
| 1Y | +161.7% | +24.8% | +136.8% | +123.5% |
| All | +161.7% | +29.3% | +132.4% | +123.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling