+54.9%
CME vs GFS
-2.1%
+57.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.4% | +3.2% | -5.6% | -2.4% |
| 30D | +6.2% | -9.6% | +15.7% | +6.2% |
| 3M | +4.4% | -38.5% | +42.9% | +4.4% |
| 6M | -9.6% | -1.3% | -8.4% | -10.5% |
| YTD | +3.8% | +31.8% | -28.0% | +1.9% |
| 1Y | +9.5% | +44.6% | -35.0% | +7.1% |
| 3Y | +51.9% | -20.6% | +72.6% | +52.2% |
| All | +54.9% | -2.1% | +57.0% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling