+71.8%
CB vs GFS
-27.1%
+98.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.6% |
| 7D | +0.2% | -7.8% | +8.1% | +0.1% |
| 30D | +9.1% | -19.7% | +28.7% | +8.5% |
| 3M | +3.4% | -23.1% | +26.5% | +2.9% |
| 6M | +14.1% | -46.4% | +60.5% | +12.7% |
| YTD | +18.0% | +11.0% | +7.0% | +14.6% |
| 1Y | +30.1% | +12.6% | +17.5% | +26.2% |
| 3Y | +71.8% | -24.9% | +96.7% | +68.4% |
| All | +71.8% | -27.1% | +98.9% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling