+218.9%
CTVA vs GFI
+1,341.7%
-1,122.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -4.7% | -5.1% | +0.5% | -4.4% |
| 30D | +11.1% | +13.4% | -2.3% | +10.4% |
| 3M | +13.7% | +36.2% | -22.5% | +11.9% |
| 6M | +11.2% | -9.8% | +21.0% | +11.3% |
| YTD | +26.9% | +7.7% | +19.2% | +25.8% |
| 1Y | +18.8% | +27.2% | -8.4% | +16.7% |
| 3Y | +75.9% | +300.3% | -224.4% | +64.0% |
| 5Y | +105.2% | +539.8% | -434.6% | +89.8% |
| All | +218.9% | +1,341.7% | -1,122.8% | +282.0% |
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