+101.0%
CB vs GFI
+515.1%
-414.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -2.8% | -5.1% | +2.4% | -2.7% |
| 30D | -2.4% | +13.4% | -15.9% | -2.4% |
| 3M | +2.8% | +36.2% | -33.5% | +2.7% |
| 6M | +4.8% | -9.8% | +14.6% | +5.0% |
| YTD | +9.2% | +7.7% | +1.5% | +9.1% |
| 1Y | +22.8% | +27.2% | -4.4% | +22.2% |
| 3Y | +71.1% | +300.3% | -229.1% | +66.7% |
| 5Y | +101.0% | +539.8% | -438.8% | +89.8% |
| All | +101.0% | +515.1% | -414.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling