+309.0%
CFG vs GFI
+1,066.8%
-757.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.2% |
| 7D | -0.4% | -4.9% | +4.4% | -0.5% |
| 30D | -4.6% | +10.7% | -15.4% | -4.4% |
| 3M | +6.7% | +25.6% | -19.0% | +7.4% |
| 6M | +22.1% | -8.3% | +30.4% | +21.9% |
| YTD | +23.2% | +6.3% | +16.9% | +23.8% |
| 1Y | +40.3% | +22.1% | +18.2% | +42.0% |
| 3Y | +187.9% | +289.2% | -101.3% | +205.8% |
| 5Y | +102.0% | +531.7% | -429.7% | +122.1% |
| All | +309.0% | +1,066.8% | -757.8% | +450.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling