+27.2%
CB vs GFS
+17.0%
+10.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | 0.0% |
| 7D | -1.5% | -3.1% | +1.6% | -1.7% |
| 30D | +6.5% | -16.0% | +22.5% | +5.1% |
| 3M | +4.1% | -24.7% | +28.8% | +1.8% |
| 6M | +14.4% | -45.1% | +59.5% | +9.1% |
| YTD | +17.5% | +16.5% | +1.0% | +18.3% |
| All | +27.2% | +17.0% | +10.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling