+165.0%
W vs GFI
+1,414.2%
-1,249.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +6.5% | +5.7% | +0.8% | +5.7% |
| 30D | -6.2% | +15.6% | -21.8% | -8.0% |
| 3M | +48.9% | +31.5% | +17.4% | +43.3% |
| 6M | +31.2% | -3.7% | +34.9% | +31.0% |
| YTD | -0.4% | +11.2% | -11.7% | -2.9% |
| 1Y | +14.8% | +36.4% | -21.5% | +9.2% |
| 3Y | +40.5% | +313.5% | -273.0% | +14.4% |
| 5Y | -62.1% | +528.0% | -590.1% | -71.1% |
| 10Y | +141.5% | +1,021.4% | -879.9% | +83.9% |
| All | +165.0% | +1,414.2% | -1,249.2% | +101.7% |
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