+5,467.0%
CF vs GFI
+520.8%
+4,946.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +3.7% |
| 7D | +4.8% | +10.4% | -5.6% | +3.0% |
| 30D | +9.7% | +3.6% | +6.1% | +8.7% |
| 3M | +1.2% | -5.1% | +6.3% | +1.3% |
| 6M | +7.4% | -13.0% | +20.4% | +7.9% |
| YTD | +60.5% | -8.0% | +68.6% | +56.5% |
| 1Y | +50.7% | -5.0% | +55.8% | +45.8% |
| 3Y | +64.8% | +228.8% | -164.0% | +22.3% |
| 5Y | +115.8% | +354.4% | -238.6% | +43.2% |
| 10Y | +481.0% | +1,238.7% | -757.7% | +153.9% |
| All | +5,467.0% | +520.8% | +4,946.2% | +2,143.4% |
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 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