+24.7%
Z vs GFI
+2,283.8%
-2,259.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -3.0% | +3.1% | -6.1% | -3.3% |
| 30D | -4.2% | +27.1% | -31.3% | -6.3% |
| 3M | -3.7% | +21.2% | -24.9% | -5.6% |
| 6M | -24.5% | -4.5% | -20.0% | -24.8% |
| YTD | -49.3% | +11.7% | -61.0% | -50.4% |
| 1Y | -58.7% | +46.0% | -104.7% | -60.8% |
| 3Y | -34.1% | +309.6% | -343.7% | -44.4% |
| 5Y | -64.5% | +506.0% | -570.6% | -71.6% |
| 10Y | -0.5% | +1,009.2% | -1,009.7% | -22.0% |
| All | +24.7% | +2,283.8% | -2,259.1% | -4.1% |
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