-65.8%
Z vs GFI
+521.0%
-586.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.4% |
| 7D | -3.3% | +5.7% | -8.9% | -3.9% |
| 30D | -3.7% | +15.6% | -19.3% | -5.3% |
| 3M | -7.0% | +31.5% | -38.5% | -10.1% |
| 6M | -29.5% | -3.7% | -25.8% | -29.9% |
| YTD | -52.6% | +11.2% | -63.8% | -54.1% |
| 1Y | -64.0% | +36.4% | -100.4% | -66.4% |
| 3Y | -36.4% | +313.5% | -350.0% | -51.6% |
| 5Y | -65.8% | +528.0% | -593.8% | -78.2% |
| All | -65.8% | +521.0% | -586.7% | -78.2% |
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