+8.4%
CI vs GFS
-23.4%
+31.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.7% |
| 7D | +0.1% | -3.1% | +3.3% | +0.1% |
| 30D | +4.7% | -16.0% | +20.7% | +4.6% |
| 3M | +5.2% | -24.7% | +29.9% | +5.3% |
| 6M | +3.8% | -45.1% | +48.9% | +3.7% |
| YTD | +9.2% | +16.5% | -7.2% | +6.3% |
| 1Y | +14.3% | +19.3% | -5.1% | +11.1% |
| 3Y | +8.4% | -20.0% | +28.4% | +2.4% |
| All | +8.4% | -23.4% | +31.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling