+5,326.8%
CF vs GFI
+567.8%
+4,759.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.8% |
| 7D | -0.9% | +18.0% | -18.9% | -3.5% |
| 30D | +6.9% | +11.5% | -4.5% | +4.9% |
| 3M | +4.8% | +2.8% | +2.0% | +3.7% |
| 6M | +4.7% | -6.4% | +11.1% | +4.1% |
| YTD | +56.5% | -1.1% | +57.6% | +50.9% |
| 1Y | +48.4% | +10.8% | +37.6% | +40.0% |
| 3Y | +59.1% | +248.8% | -189.6% | +17.2% |
| 5Y | +109.5% | +407.7% | -298.2% | +36.5% |
| 10Y | +487.0% | +1,213.7% | -726.7% | +159.4% |
| All | +5,326.8% | +567.8% | +4,759.1% | +2,064.1% |
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