+35.4%
CVS vs GFI
+45.3%
-9.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +4.0% | +3.1% | +0.8% | +3.9% |
| 30D | -2.4% | +27.1% | -29.5% | -2.8% |
| 3M | +2.7% | +21.2% | -18.5% | +2.4% |
| 6M | +21.9% | -4.5% | +26.4% | +22.5% |
| YTD | +24.7% | +11.7% | +13.0% | +24.5% |
| 1Y | +35.4% | +46.0% | -10.6% | +35.2% |
| All | +35.4% | +45.3% | -9.8% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling