-35.7%
U vs GFI
+294.6%
-330.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.7% |
| 7D | +5.5% | -4.9% | +10.4% | +6.4% |
| 30D | -1.3% | +10.7% | -12.0% | -3.2% |
| 3M | +64.6% | +25.6% | +39.0% | +57.4% |
| 6M | +119.4% | -8.3% | +127.6% | +119.7% |
| YTD | -0.5% | +6.3% | -6.8% | -2.5% |
| 1Y | +1.3% | +22.1% | -20.8% | -3.5% |
| 3Y | +15.6% | +289.2% | -273.6% | -9.4% |
| 5Y | -67.5% | +531.7% | -599.1% | -77.4% |
| All | -35.7% | +294.6% | -330.3% | -47.6% |
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