-16.0%
Z vs GFI
+1,145.5%
-1,161.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.5% | -4.8% |
| 7D | -6.5% | +10.4% | -16.8% | -7.4% |
| 30D | -0.1% | +3.6% | -3.7% | -0.6% |
| 3M | -14.1% | -5.1% | -9.1% | -13.9% |
| 6M | -30.1% | -13.0% | -17.0% | -29.5% |
| YTD | -57.5% | -8.0% | -49.5% | -57.9% |
| 1Y | -60.3% | -5.0% | -55.3% | -60.9% |
| 3Y | -21.0% | +228.8% | -249.8% | -34.2% |
| 5Y | -54.9% | +354.4% | -409.3% | -64.6% |
| 10Y | -16.0% | +1,238.7% | -1,254.7% | -35.4% |
| All | -16.0% | +1,145.5% | -1,161.5% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling