+7,343.6%
CB vs GFI
+839.4%
+6,504.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +2.9% | -8.7% | +11.6% | +3.1% |
| 30D | +7.3% | +0.6% | +6.7% | +7.3% |
| 3M | +9.4% | -7.5% | +16.9% | +9.5% |
| 6M | +19.6% | -18.3% | +38.0% | +19.9% |
| YTD | +21.5% | -13.8% | +35.3% | +21.4% |
| 1Y | +28.0% | -8.8% | +36.8% | +27.7% |
| 3Y | +74.9% | +215.8% | -141.0% | +68.4% |
| 5Y | +108.1% | +301.2% | -193.1% | +97.8% |
| 10Y | +251.8% | +1,284.4% | -1,032.6% | +216.8% |
| All | +7,343.6% | +839.4% | +6,504.1% | +7,235.3% |
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 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