+22.1%
GFI vs CPB
-33.6%
+55.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -4.9% | -1.8% | -3.1% | -4.9% |
| 30D | +10.7% | -7.1% | +17.8% | +10.3% |
| 3M | +25.6% | -6.0% | +31.7% | +25.2% |
| 6M | -8.3% | -5.3% | -3.0% | -8.2% |
| YTD | +6.3% | -20.8% | +27.1% | +7.1% |
| 1Y | +22.1% | -33.8% | +55.9% | +21.1% |
| All | +22.1% | -33.6% | +55.7% | +21.1% |
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