+19.9%
CAVA vs GFS
+15.5%
+4.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.9% | +8.7% | +3.5% |
| 7D | +14.2% | -12.5% | +26.8% | +16.1% |
| 30D | +14.6% | -16.9% | +31.5% | +17.0% |
| 3M | -2.3% | -22.3% | +20.0% | +0.5% |
| 6M | -30.5% | -40.2% | +9.7% | -27.8% |
| YTD | +5.6% | +16.0% | -10.4% | -11.5% |
| 1Y | +19.9% | +17.7% | +2.2% | -5.0% |
| All | +19.9% | +15.5% | +4.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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