+5.8%
GD vs CFG
+29.7%
-23.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.5% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | +8.1% | +0.4% | +7.7% | +7.9% |
| 3M | -6.8% | -12.6% | +5.8% | -3.7% |
| 6M | +3.0% | +0.6% | +2.4% | +2.2% |
| YTD | +7.8% | +12.4% | -4.7% | +2.3% |
| 1Y | +5.8% | +27.7% | -21.9% | -3.5% |
| All | +5.8% | +29.7% | -23.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling