+40.0%
CVS vs GFI
+1,066.8%
-1,026.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -2.2% | -4.9% | +2.7% | -2.2% |
| 30D | -0.1% | +10.7% | -10.8% | 0.0% |
| 3M | -5.2% | +25.6% | -30.8% | -5.1% |
| 6M | +26.9% | -8.3% | +35.1% | +26.9% |
| YTD | +22.1% | +6.3% | +15.8% | +22.3% |
| 1Y | +30.8% | +22.1% | +8.7% | +31.2% |
| 3Y | +54.4% | +289.2% | -234.8% | +56.8% |
| 5Y | +33.4% | +531.7% | -498.3% | +37.3% |
| All | +40.0% | +1,066.8% | -1,026.8% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling