+17.0%
CP vs GFI
+292.6%
-275.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -2.7% | -5.1% | +2.5% | -2.3% |
| 30D | -3.4% | +13.4% | -16.8% | -4.2% |
| 3M | -0.6% | +36.2% | -36.9% | -2.9% |
| 6M | +6.3% | -9.8% | +16.1% | +6.4% |
| YTD | +21.2% | +7.7% | +13.5% | +19.4% |
| 1Y | +20.0% | +27.2% | -7.2% | +16.6% |
| All | +17.0% | +292.6% | -275.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling