+107.0%
CTVA vs GFS
-2.1%
+109.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | +3.2% | -7.9% | -5.0% |
| 30D | +11.1% | -9.6% | +20.6% | +12.3% |
| 3M | +13.7% | -38.5% | +52.2% | +20.2% |
| 6M | +11.2% | -1.3% | +12.5% | +8.5% |
| YTD | +26.9% | +31.8% | -4.9% | +17.4% |
| 1Y | +18.8% | +44.6% | -25.7% | +7.9% |
| 3Y | +75.9% | -20.6% | +96.6% | +71.5% |
| All | +107.0% | -2.1% | +109.1% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling