-66.5%
U vs GFI
+524.1%
-590.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.7% |
| 7D | +5.5% | -4.9% | +10.4% | +6.5% |
| 30D | -1.3% | +10.7% | -12.0% | -3.3% |
| 3M | +64.6% | +25.6% | +39.0% | +56.9% |
| 6M | +119.4% | -8.3% | +127.6% | +119.6% |
| YTD | -0.5% | +6.3% | -6.8% | -2.6% |
| 1Y | +1.3% | +22.1% | -20.8% | -3.8% |
| 3Y | +15.6% | +289.2% | -273.6% | -10.7% |
| All | -66.5% | +524.1% | -590.6% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling