+188.5%
GD vs CFG
+242.7%
-54.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | +8.9% | +1.1% | +7.9% | +8.5% |
| 3M | -8.0% | -12.0% | +3.9% | -4.6% |
| 6M | +2.9% | -2.2% | +5.1% | +3.2% |
| YTD | +7.1% | +11.4% | -4.3% | +2.8% |
| 1Y | +5.9% | +27.8% | -21.9% | -2.5% |
| 3Y | +53.9% | +173.3% | -119.4% | +8.1% |
| 5Y | +95.4% | +62.4% | +33.0% | +57.0% |
| All | +188.5% | +242.7% | -54.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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