+329.7%
CFG vs GFI
+1,067.7%
-738.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.2% | -8.7% | +11.9% | +2.9% |
| 30D | +5.1% | +0.6% | +4.5% | +5.2% |
| 3M | -11.2% | -7.5% | -3.8% | -11.4% |
| 6M | +9.6% | -18.3% | +27.9% | +9.0% |
| YTD | +15.0% | -13.8% | +28.8% | +15.0% |
| 1Y | +29.9% | -8.8% | +38.7% | +30.3% |
| 3Y | +192.1% | +215.8% | -23.8% | +212.0% |
| 5Y | +62.3% | +301.2% | -238.9% | +77.6% |
| 10Y | +219.2% | +1,284.4% | -1,065.2% | +307.3% |
| All | +329.7% | +1,067.7% | -738.0% | +449.9% |
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