-7.3%
GFS vs CAG
-40.7%
+33.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.3% |
| 7D | +6.2% | -1.8% | +8.0% | +6.1% |
| 30D | -11.4% | +9.7% | -21.0% | -10.8% |
| 3M | -15.5% | +0.5% | -16.0% | -15.2% |
| 6M | -42.6% | +8.9% | -51.6% | -42.2% |
| YTD | +23.2% | -8.4% | +31.6% | +26.3% |
| 1Y | +23.6% | -8.3% | +31.9% | +26.7% |
| 3Y | -17.2% | -36.1% | +18.9% | -13.7% |
| 5Y | -23.4% | -40.1% | +16.7% | -22.4% |
| All | -7.3% | -40.7% | +33.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling