+7,500.7%
CP vs GFI
+685.3%
+6,815.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.4% | +5.7% | -3.2% | +2.1% |
| 30D | -0.5% | +15.6% | -16.1% | -1.5% |
| 3M | +1.4% | +31.5% | -30.1% | -0.5% |
| 6M | +10.3% | -3.7% | +14.0% | +10.0% |
| YTD | +24.3% | +11.2% | +13.1% | +22.5% |
| 1Y | +20.4% | +36.4% | -15.9% | +16.9% |
| 3Y | +21.8% | +313.5% | -291.7% | +8.9% |
| 5Y | +31.5% | +528.0% | -496.5% | +13.0% |
| 10Y | +223.2% | +1,021.4% | -798.2% | +156.5% |
| All | +7,500.7% | +685.3% | +6,815.5% | +5,553.0% |
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