+5,967.0%
CF vs GFI
+654.1%
+5,312.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.0% |
| 7D | +6.0% | +3.1% | +2.9% | +5.4% |
| 30D | +14.8% | +27.1% | -12.3% | +10.3% |
| 3M | +14.1% | +21.2% | -7.1% | +9.7% |
| 6M | +28.5% | -4.5% | +33.0% | +26.6% |
| YTD | +74.9% | +11.7% | +63.2% | +66.4% |
| 1Y | +61.7% | +46.0% | +15.6% | +45.5% |
| 3Y | +80.3% | +309.6% | -229.2% | +29.6% |
| 5Y | +226.0% | +506.0% | -280.1% | +106.7% |
| 10Y | +569.9% | +1,009.2% | -439.3% | +213.1% |
| All | +5,967.0% | +654.1% | +5,312.8% | +2,286.3% |
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