-56.3%
Z vs GFI
+390.3%
-446.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -6.0% | -2.9% |
| 7D | -4.6% | +19.0% | -23.5% | -6.5% |
| 30D | +8.3% | +11.8% | -3.4% | +6.8% |
| 3M | -11.6% | +7.3% | -18.9% | -12.6% |
| 6M | -33.6% | -13.3% | -20.3% | -33.1% |
| YTD | -56.7% | -5.6% | -51.1% | -57.4% |
| 1Y | -59.1% | +9.2% | -68.3% | -60.6% |
| 3Y | -20.4% | +213.7% | -234.1% | -37.2% |
| All | -56.3% | +390.3% | -446.6% | -69.2% |
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