+31.7%
W vs GFI
+292.6%
-260.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.1% |
| 7D | +0.5% | -5.1% | +5.6% | +1.5% |
| 30D | -5.6% | +13.4% | -19.0% | -7.9% |
| 3M | +41.9% | +36.2% | +5.7% | +33.5% |
| 6M | +30.2% | -9.8% | +40.0% | +30.2% |
| YTD | -2.9% | +7.7% | -10.6% | -6.1% |
| 1Y | +11.6% | +27.2% | -15.6% | +5.8% |
| All | +31.7% | +292.6% | -260.9% | -1.0% |
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