+134.0%
CNC vs GFI
+45.3%
+88.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.5% |
| 7D | +3.5% | +3.1% | +0.4% | +3.6% |
| 30D | +0.1% | +27.1% | -27.0% | +0.8% |
| 3M | +6.9% | +21.2% | -14.2% | +7.4% |
| 6M | +49.0% | -4.5% | +53.5% | +49.1% |
| YTD | +62.9% | +11.7% | +51.2% | +64.5% |
| 1Y | +134.0% | +46.0% | +87.9% | +146.5% |
| All | +134.0% | +45.3% | +88.7% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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