-5.8%
CI vs GFS
+39.8%
-45.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.9% |
| 7D | -1.1% | +4.5% | -5.6% | -0.9% |
| 30D | +0.5% | -8.2% | +8.7% | +0.2% |
| 3M | -5.2% | -38.9% | +33.7% | -6.9% |
| 6M | +4.3% | -2.9% | +7.2% | +0.8% |
| YTD | +2.8% | +31.8% | -29.0% | +3.0% |
| 1Y | -5.8% | +43.1% | -48.9% | -5.4% |
| All | -5.8% | +39.8% | -45.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling