+1,878.9%
CVS vs GFI
+682.6%
+1,196.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | +4.7% | -6.6% | -2.0% |
| 30D | -0.3% | +14.4% | -14.7% | -0.5% |
| 3M | -1.1% | +32.5% | -33.6% | -1.6% |
| 6M | +23.7% | -7.2% | +30.9% | +23.7% |
| YTD | +23.0% | +10.9% | +12.1% | +22.6% |
| 1Y | +37.2% | +35.5% | +1.7% | +36.3% |
| 3Y | +62.4% | +312.1% | -249.7% | +58.6% |
| 5Y | +31.8% | +524.6% | -492.8% | +27.6% |
| 10Y | +41.9% | +1,092.7% | -1,050.8% | +34.9% |
| All | +1,878.9% | +682.6% | +1,196.4% | +1,827.4% |
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