+38.4%
CP vs GFI
+214.8%
-176.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.1% | -8.7% | +10.9% | +2.8% |
| 30D | +9.3% | +0.6% | +8.7% | +9.2% |
| 3M | +0.5% | -7.5% | +7.9% | +0.8% |
| 6M | +10.4% | -18.3% | +28.7% | +11.4% |
| YTD | +28.7% | -13.8% | +42.5% | +28.6% |
| 1Y | +33.2% | -8.8% | +42.0% | +32.6% |
| 3Y | +38.4% | +215.8% | -177.4% | +23.1% |
| All | +38.4% | +214.8% | -176.4% | +23.1% |
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