+82.8%
CB vs GFS
-3.9%
+86.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | +2.6% | -3.3% | -0.7% |
| 30D | -3.9% | -16.4% | +12.5% | -3.6% |
| 3M | +4.9% | -41.6% | +46.5% | +6.1% |
| 6M | +3.3% | -3.7% | +6.9% | +1.7% |
| YTD | +8.5% | +29.3% | -20.8% | +5.0% |
| 1Y | +22.1% | +37.1% | -15.1% | +17.4% |
| 3Y | +70.1% | -22.1% | +92.3% | +67.6% |
| All | +82.8% | -3.9% | +86.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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