+539.8%
GFI vs CPB
-40.6%
+580.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.7% |
| 7D | -5.1% | -5.4% | +0.2% | -4.9% |
| 30D | +13.4% | -7.8% | +21.3% | +13.7% |
| 3M | +36.2% | -6.9% | +43.2% | +36.5% |
| 6M | -9.8% | -12.2% | +2.4% | -9.3% |
| YTD | +7.7% | -21.1% | +28.7% | +9.0% |
| 1Y | +27.2% | -33.5% | +60.7% | +30.0% |
| 3Y | +300.3% | -43.2% | +343.5% | +311.6% |
| 5Y | +539.8% | -40.9% | +580.7% | +590.5% |
| All | +539.8% | -40.6% | +580.4% | +590.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling