+685.3%
GFI vs CPB
+333.3%
+352.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | +5.7% | -8.2% | +13.9% | +5.9% |
| 30D | +15.6% | -5.6% | +21.2% | +15.8% |
| 3M | +31.5% | +3.0% | +28.6% | +31.3% |
| 6M | -3.7% | -12.7% | +9.0% | -3.4% |
| YTD | +11.2% | -18.0% | +29.2% | +11.8% |
| 1Y | +36.4% | -31.7% | +68.1% | +37.8% |
| 3Y | +313.5% | -41.0% | +354.5% | +319.1% |
| 5Y | +528.0% | -38.4% | +566.4% | +535.5% |
| 10Y | +1,021.4% | -45.0% | +1,066.4% | +1,038.5% |
| All | +685.3% | +333.3% | +352.0% | +1,090.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling