-10.3%
GFS vs CAG
-41.1%
+30.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.6% |
| 7D | +7.4% | -3.3% | +10.7% | +7.1% |
| 30D | -15.3% | +7.7% | -22.9% | -14.8% |
| 3M | -21.1% | -3.2% | -17.9% | -20.9% |
| 6M | -44.5% | +7.0% | -51.4% | -44.0% |
| YTD | +19.2% | -9.0% | +28.2% | +22.2% |
| 1Y | +27.2% | -9.6% | +36.8% | +30.4% |
| 3Y | -20.1% | -36.0% | +15.9% | -16.7% |
| 5Y | -25.6% | -40.9% | +15.3% | -24.2% |
| All | -10.3% | -41.1% | +30.8% | -7.7% |
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