+27.6%
CAVA vs GFI
+224.4%
-196.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | -8.0% | -4.9% | -3.2% | -7.4% |
| 30D | -19.6% | +10.7% | -30.3% | -20.6% |
| 3M | -36.7% | +25.6% | -62.3% | -38.6% |
| 6M | -30.6% | -8.3% | -22.3% | -30.6% |
| YTD | -4.8% | +6.3% | -11.1% | -5.9% |
| 1Y | -13.1% | +22.1% | -35.2% | -15.7% |
| 3Y | +48.8% | +289.2% | -240.4% | +15.1% |
| All | +27.6% | +224.4% | -196.8% | +6.4% |
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