+73.9%
CTVA vs GFI
+287.6%
-213.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -4.5% | -4.9% | +0.3% | -4.1% |
| 30D | +11.3% | +10.7% | +0.6% | +10.1% |
| 3M | +12.3% | +25.6% | -13.3% | +9.5% |
| 6M | +7.2% | -8.3% | +15.4% | +7.3% |
| YTD | +26.0% | +6.3% | +19.7% | +23.6% |
| 1Y | +16.0% | +22.1% | -6.0% | +11.4% |
| 3Y | +73.9% | +289.2% | -215.3% | +40.9% |
| All | +73.9% | +287.6% | -213.7% | +40.9% |
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