+107.8%
CB vs GFI
+300.1%
-192.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +2.9% | -8.7% | +11.6% | +2.9% |
| 30D | +7.3% | +0.6% | +6.7% | +7.3% |
| 3M | +9.4% | -7.5% | +16.9% | +9.4% |
| 6M | +19.6% | -18.3% | +38.0% | +19.8% |
| YTD | +21.5% | -13.8% | +35.3% | +21.4% |
| 1Y | +28.0% | -8.8% | +36.8% | +27.8% |
| 3Y | +74.9% | +215.8% | -141.0% | +71.2% |
| All | +107.8% | +300.1% | -192.3% | +104.3% |
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 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