+39.5%
CI vs GFS
-3.9%
+43.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -2.6% | +2.6% | -5.2% | -2.7% |
| 30D | -2.4% | -16.4% | +14.0% | -1.6% |
| 3M | -4.8% | -41.6% | +36.8% | -2.7% |
| 6M | +2.1% | -3.7% | +5.8% | +0.5% |
| YTD | +1.4% | +29.3% | -28.0% | -2.2% |
| 1Y | -6.8% | +37.1% | -43.9% | -10.7% |
| 3Y | +3.3% | -22.1% | +25.4% | +2.1% |
| All | +39.5% | -3.9% | +43.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling