+66.5%
CF vs GFI
+34.7%
+31.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +2.8% |
| 7D | -0.8% | +4.7% | -5.5% | -0.5% |
| 30D | +14.3% | +14.4% | -0.2% | +15.5% |
| 3M | +27.9% | +32.5% | -4.7% | +31.4% |
| 6M | +25.5% | -7.2% | +32.7% | +28.1% |
| YTD | +81.2% | +10.9% | +70.3% | +81.9% |
| 1Y | +66.5% | +35.5% | +31.1% | +63.4% |
| All | +66.5% | +34.7% | +31.8% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling