+357.2%
CFG vs GFI
+1,406.8%
-1,049.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.7% | +5.7% | -3.0% | +2.9% |
| 30D | -3.7% | +15.6% | -19.3% | -3.2% |
| 3M | +9.5% | +31.5% | -22.1% | +10.6% |
| 6M | +22.2% | -3.7% | +26.0% | +22.3% |
| YTD | +22.3% | +11.2% | +11.1% | +23.3% |
| 1Y | +39.4% | +36.4% | +3.1% | +42.1% |
| 3Y | +188.5% | +313.5% | -125.0% | +210.9% |
| 5Y | +101.5% | +528.0% | -426.5% | +124.9% |
| 10Y | +308.6% | +1,021.4% | -712.8% | +412.5% |
| All | +357.2% | +1,406.8% | -1,049.6% | +489.6% |
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