+18.9%
UL vs GFI
+524.1%
-505.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -3.4% | -4.9% | +1.5% | -3.1% |
| 30D | +0.5% | +10.7% | -10.2% | -0.2% |
| 3M | +7.2% | +25.6% | -18.4% | +5.6% |
| 6M | -3.1% | -8.3% | +5.2% | -2.9% |
| YTD | -2.7% | +6.3% | -9.0% | -3.7% |
| 1Y | -10.2% | +22.1% | -32.3% | -12.2% |
| 3Y | +20.3% | +289.2% | -268.9% | +8.3% |
| All | +18.9% | +524.1% | -505.2% | -5.6% |
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 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