+6,646.7%
CB vs GFI
+1,117.6%
+5,529.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +0.5% | +3.1% | -2.6% | +0.4% |
| 30D | -3.1% | +27.1% | -30.2% | -3.6% |
| 3M | +9.0% | +21.2% | -12.2% | +8.4% |
| 6M | +2.9% | -4.5% | +7.4% | +2.8% |
| YTD | +10.1% | +11.7% | -1.6% | +9.5% |
| 1Y | +22.8% | +46.0% | -23.3% | +21.1% |
| 3Y | +73.8% | +309.6% | -235.8% | +66.5% |
| 5Y | +99.2% | +506.0% | -406.9% | +87.6% |
| 10Y | +218.2% | +1,009.2% | -791.0% | +189.3% |
| All | +6,646.7% | +1,117.6% | +5,529.1% | +6,516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling