+97.0%
CFG vs GFI
+512.6%
-415.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | -0.6% | +4.7% | -5.3% | -0.6% |
| 30D | -4.5% | +14.4% | -19.0% | -4.7% |
| 3M | +6.3% | +32.5% | -26.2% | +5.9% |
| 6M | +20.6% | -7.2% | +27.8% | +20.4% |
| YTD | +21.2% | +10.9% | +10.4% | +21.1% |
| 1Y | +38.2% | +35.5% | +2.7% | +38.2% |
| 3Y | +185.9% | +312.1% | -126.2% | +184.1% |
| 5Y | +97.0% | +524.6% | -427.6% | +94.1% |
| All | +97.0% | +512.6% | -415.6% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling