+27.6%
CAVA vs GFS
-24.0%
+51.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.9% |
| 7D | -8.0% | +3.8% | -11.9% | -9.0% |
| 30D | -19.6% | -11.7% | -7.8% | -16.9% |
| 3M | -36.7% | -41.8% | +5.1% | -27.8% |
| 6M | -30.6% | +6.6% | -37.2% | -36.1% |
| YTD | -4.8% | +34.6% | -39.4% | -20.6% |
| 1Y | -13.1% | +46.2% | -59.3% | -30.5% |
| 3Y | +48.8% | -20.3% | +69.1% | +39.7% |
| All | +27.6% | -24.0% | +51.6% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling