+273.7%
GD vs CFG
+365.8%
-92.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.3% |
| 7D | +3.0% | +1.8% | +1.2% | +2.4% |
| 30D | +10.5% | +3.3% | +7.2% | +9.4% |
| 3M | -5.0% | -9.8% | +4.9% | -2.1% |
| 6M | +5.5% | +5.2% | +0.3% | +3.5% |
| YTD | +10.3% | +16.1% | -5.8% | +4.7% |
| 1Y | +8.2% | +33.7% | -25.5% | -1.8% |
| 3Y | +59.0% | +181.2% | -122.2% | +11.2% |
| 5Y | +104.3% | +69.1% | +35.1% | +62.2% |
| 10Y | +202.4% | +264.3% | -61.8% | +66.9% |
| All | +273.7% | +365.8% | -92.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling