+266.3%
GD vs CFG
+396.4%
-130.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.3% | +1.5% | -6.8% | -5.7% |
| 30D | -6.4% | -3.8% | -2.6% | -5.4% |
| 3M | +5.7% | +11.5% | -5.8% | +2.1% |
| 6M | -0.9% | +19.2% | -20.1% | -6.5% |
| YTD | +8.2% | +23.7% | -15.5% | +0.8% |
| 1Y | +13.4% | +38.8% | -25.4% | +1.8% |
| 3Y | +68.5% | +178.9% | -110.4% | +17.8% |
| 5Y | +97.2% | +101.8% | -4.6% | +47.3% |
| 10Y | +190.2% | +317.3% | -127.1% | +53.8% |
| All | +266.3% | +396.4% | -130.0% | +84.0% |
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