+219.2%
CB vs GFI
+1,081.9%
-862.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -2.8% | -5.1% | +2.4% | -2.8% |
| 30D | -2.4% | +13.4% | -15.9% | -2.3% |
| 3M | +2.8% | +36.2% | -33.5% | +3.0% |
| 6M | +4.8% | -9.8% | +14.6% | +4.8% |
| YTD | +9.2% | +7.7% | +1.5% | +9.3% |
| 1Y | +22.8% | +27.2% | -4.4% | +22.9% |
| 3Y | +71.1% | +300.3% | -229.1% | +71.8% |
| 5Y | +101.0% | +539.8% | -438.8% | +102.7% |
| All | +219.2% | +1,081.9% | -862.6% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling