-37.8%
U vs GFI
+311.5%
-349.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.4% | +4.7% | -0.3% | +3.5% |
| 30D | -1.3% | +14.4% | -15.7% | -3.8% |
| 3M | +49.6% | +32.5% | +17.1% | +41.7% |
| 6M | +100.2% | -7.2% | +107.3% | +100.0% |
| YTD | -3.7% | +10.9% | -14.5% | -6.3% |
| 1Y | -6.5% | +35.5% | -42.0% | -12.4% |
| 3Y | +12.9% | +312.1% | -299.2% | -12.4% |
| 5Y | -68.3% | +524.6% | -592.9% | -77.9% |
| All | -37.8% | +311.5% | -349.3% | -49.6% |
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 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