-68.4%
XYZ vs GFI
+512.6%
-581.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | +0.5% | +14.4% | -13.9% | -1.8% |
| 3M | +16.3% | +32.5% | -16.2% | +10.5% |
| 6M | +21.1% | -7.2% | +28.3% | +21.1% |
| YTD | +22.0% | +10.9% | +11.1% | +17.8% |
| 1Y | +5.2% | +35.5% | -30.3% | -2.8% |
| 3Y | +49.6% | +312.1% | -262.5% | +6.5% |
| 5Y | -68.4% | +524.6% | -593.0% | -81.4% |
| All | -68.4% | +512.6% | -581.0% | -81.4% |
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