+46.0%
GFI vs CPB
-32.6%
+78.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | +3.1% | -8.6% | +11.7% | +2.9% |
| 30D | +27.1% | -7.2% | +34.4% | +26.7% |
| 3M | +21.2% | +0.9% | +20.3% | +20.7% |
| 6M | -4.5% | -11.8% | +7.3% | -4.1% |
| YTD | +11.7% | -19.4% | +31.1% | +13.2% |
| 1Y | +46.0% | -30.4% | +76.4% | +46.4% |
| All | +46.0% | -32.6% | +78.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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