+12.4%
W vs GFI
+5.1%
+7.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.9% | -11.2% | -9.1% |
| 7D | -5.6% | +7.7% | -13.3% | -7.8% |
| 30D | +7.5% | +4.6% | +2.9% | +5.7% |
| 3M | +5.4% | +3.8% | +1.6% | +2.7% |
| 6M | +79.4% | -7.3% | +86.7% | +79.4% |
| YTD | +12.9% | -8.8% | +21.7% | +2.7% |
| 1Y | +12.4% | +4.3% | +8.1% | -7.8% |
| All | +12.4% | +5.1% | +7.3% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling