+26.2%
CVS vs GFS
-2.1%
+28.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | +3.2% | -5.2% | -2.2% |
| 30D | +1.9% | -9.6% | +11.5% | +2.8% |
| 3M | -2.2% | -38.5% | +36.3% | +1.8% |
| 6M | +26.7% | -1.3% | +28.0% | +24.3% |
| YTD | +22.9% | +31.8% | -8.9% | +15.9% |
| 1Y | +32.9% | +44.6% | -11.6% | +23.5% |
| 3Y | +62.3% | -20.6% | +82.9% | +58.4% |
| All | +26.2% | -2.1% | +28.3% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling