+10.7%
U vs GFI
+292.6%
-282.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | 0.0% | -5.1% | +5.1% | +1.2% |
| 30D | -4.1% | +13.4% | -17.5% | -7.1% |
| 3M | +57.8% | +36.2% | +21.6% | +45.9% |
| 6M | +103.5% | -9.8% | +113.4% | +104.5% |
| YTD | -4.8% | +7.7% | -12.4% | -7.4% |
| 1Y | -2.4% | +27.2% | -29.6% | -9.4% |
| All | +10.7% | +292.6% | -282.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling