+23.6%
GFS vs CAG
-7.3%
+30.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +4.6% |
| 7D | +6.2% | -1.8% | +8.0% | +5.7% |
| 30D | -11.4% | +9.7% | -21.0% | -8.2% |
| 3M | -15.5% | +0.5% | -16.0% | -14.4% |
| 6M | -42.6% | +8.9% | -51.6% | -39.3% |
| YTD | +23.2% | -8.4% | +31.6% | +43.4% |
| 1Y | +23.6% | -8.3% | +31.9% | +43.0% |
| All | +23.6% | -7.3% | +30.9% | +43.0% |
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