-13.1%
CAVA vs GFI
+29.3%
-42.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | -8.0% | -2.7% | -5.3% | -7.6% |
| 30D | -19.6% | +13.2% | -32.8% | -21.3% |
| 3M | -36.7% | +28.5% | -65.2% | -39.3% |
| 6M | -30.6% | -6.2% | -24.4% | -31.0% |
| YTD | -4.8% | +8.7% | -13.5% | -4.0% |
| 1Y | -13.1% | +24.8% | -38.0% | -13.1% |
| All | -13.1% | +29.3% | -42.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling