+192.1%
CFG vs GFI
+214.8%
-22.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.2% | -8.7% | +11.9% | +3.5% |
| 30D | +5.1% | +0.6% | +4.5% | +5.1% |
| 3M | -11.2% | -7.5% | -3.8% | -11.1% |
| 6M | +9.6% | -18.3% | +27.9% | +9.9% |
| YTD | +15.0% | -13.8% | +28.8% | +15.3% |
| 1Y | +29.9% | -8.8% | +38.7% | +30.3% |
| 3Y | +192.1% | +215.8% | -23.8% | +170.5% |
| All | +192.1% | +214.8% | -22.7% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling