-6.9%
Z vs GFI
+1,081.9%
-1,088.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.5% |
| 7D | -11.6% | -5.1% | -6.4% | -11.1% |
| 30D | -8.5% | +13.4% | -21.9% | -9.7% |
| 3M | -7.9% | +36.2% | -44.1% | -11.0% |
| 6M | -29.1% | -9.8% | -19.3% | -28.9% |
| YTD | -54.2% | +7.7% | -61.9% | -55.3% |
| 1Y | -63.5% | +27.2% | -90.7% | -65.3% |
| 3Y | -38.6% | +300.3% | -338.9% | -49.9% |
| 5Y | -66.0% | +539.8% | -605.8% | -74.2% |
| All | -6.9% | +1,081.9% | -1,088.7% | -24.7% |
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 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