+53.5%
CME vs GFS
-20.2%
+73.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | +2.6% | -5.5% | -2.7% |
| 30D | +5.5% | -16.4% | +21.9% | +4.2% |
| 3M | +11.0% | -41.6% | +52.6% | +7.1% |
| 6M | -9.7% | -3.7% | -6.0% | -9.6% |
| YTD | +4.9% | +29.3% | -24.4% | +6.9% |
| 1Y | +10.1% | +37.1% | -27.0% | +12.7% |
| 3Y | +53.5% | -22.1% | +75.6% | +57.4% |
| All | +53.5% | -20.2% | +73.7% | +57.4% |
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