+533.2%
XYZ vs GFI
+2,731.2%
-2,198.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.6% |
| 7D | -1.0% | +3.1% | -4.1% | -1.2% |
| 30D | -1.7% | +27.1% | -28.8% | -3.7% |
| 3M | +16.7% | +21.2% | -4.4% | +14.6% |
| 6M | +26.9% | -4.5% | +31.4% | +26.5% |
| YTD | +27.1% | +11.7% | +15.4% | +25.1% |
| 1Y | +9.3% | +46.0% | -36.8% | +4.9% |
| 3Y | +42.3% | +309.6% | -267.3% | +24.6% |
| 5Y | -69.3% | +506.0% | -575.4% | -74.0% |
| 10Y | +586.8% | +1,009.2% | -422.4% | +552.7% |
| All | +533.2% | +2,731.2% | -2,198.0% | +509.3% |
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 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