+17.5%
GFS vs CAG
-5.3%
+22.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +5.0% |
| 7D | -3.1% | +4.6% | -7.7% | -1.2% |
| 30D | -16.0% | +14.7% | -30.7% | -11.9% |
| 3M | -24.7% | +2.4% | -27.1% | -23.1% |
| 6M | -45.1% | +10.7% | -55.8% | -41.1% |
| YTD | +16.5% | -5.5% | +22.0% | +36.9% |
| All | +17.5% | -5.3% | +22.8% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling