+62.6%
XYZ vs GFI
+214.8%
-152.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -1.1% | -8.7% | +7.7% | +0.4% |
| 30D | +11.5% | +0.6% | +10.9% | +11.4% |
| 3M | +1.8% | -7.5% | +9.3% | +2.8% |
| 6M | +21.2% | -18.3% | +39.5% | +23.7% |
| YTD | +29.9% | -13.8% | +43.7% | +31.0% |
| 1Y | +35.8% | -8.8% | +44.6% | +35.8% |
| 3Y | +62.6% | +215.8% | -153.3% | +21.3% |
| All | +62.6% | +214.8% | -152.2% | +21.3% |
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