-13.1%
CAVA vs GFS
+47.5%
-60.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.2% |
| 7D | -8.0% | +3.8% | -11.9% | -8.5% |
| 30D | -19.6% | -11.7% | -7.8% | -18.3% |
| 3M | -36.7% | -41.8% | +5.1% | -32.9% |
| 6M | -30.6% | +6.6% | -37.2% | -34.4% |
| YTD | -4.8% | +34.6% | -39.4% | -14.6% |
| 1Y | -13.1% | +46.2% | -59.3% | -22.3% |
| All | -13.1% | +47.5% | -60.7% | -22.3% |
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