+55.4%
CVS vs GFI
+292.6%
-237.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -2.0% | -5.1% | +3.2% | -2.0% |
| 30D | +1.9% | +13.4% | -11.5% | +1.9% |
| 3M | -2.2% | +36.2% | -38.4% | -2.4% |
| 6M | +26.7% | -9.8% | +36.6% | +26.9% |
| YTD | +22.9% | +7.7% | +15.2% | +23.1% |
| 1Y | +32.9% | +27.2% | +5.7% | +33.4% |
| All | +55.4% | +292.6% | -237.2% | +56.8% |
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