+43.0%
CG vs GFI
+287.6%
-244.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -9.9% | -4.9% | -5.0% | -9.4% |
| 30D | -11.7% | +10.7% | -22.4% | -12.6% |
| 3M | -4.3% | +25.6% | -29.9% | -6.7% |
| 6M | -8.8% | -8.3% | -0.5% | -8.8% |
| YTD | -26.9% | +6.3% | -33.2% | -28.4% |
| 1Y | -35.4% | +22.1% | -57.5% | -37.8% |
| 3Y | +43.0% | +289.2% | -246.1% | +11.9% |
| All | +43.0% | +287.6% | -244.6% | +11.9% |
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 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