+5,556.5%
CNQ vs GFI
+2,373.5%
+3,183.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.1% | -4.9% | +5.0% | +1.0% |
| 30D | +6.2% | +10.7% | -4.5% | +4.1% |
| 3M | +12.4% | +25.6% | -13.3% | +7.1% |
| 6M | +9.0% | -8.3% | +17.3% | +8.2% |
| YTD | +52.2% | +6.3% | +45.9% | +45.8% |
| 1Y | +65.0% | +22.1% | +43.0% | +52.4% |
| 3Y | +78.8% | +289.2% | -210.4% | +28.1% |
| 5Y | +286.0% | +531.7% | -245.7% | +139.7% |
| 10Y | +420.7% | +1,043.8% | -623.1% | +134.0% |
| All | +5,556.5% | +2,373.5% | +3,183.0% | +1,918.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling