-34.7%
GFS vs CAG
-39.4%
+4.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +8.0% | +6.1% |
| 7D | -7.8% | +5.8% | -13.6% | -7.3% |
| 30D | -19.7% | +16.4% | -36.0% | -18.8% |
| 3M | -23.1% | +3.8% | -26.9% | -22.7% |
| 6M | -46.4% | +10.8% | -57.2% | -45.8% |
| YTD | +11.0% | -5.8% | +16.9% | +14.1% |
| 1Y | +12.6% | -2.4% | +15.0% | +15.5% |
| 3Y | -24.9% | -33.4% | +8.5% | -21.6% |
| All | -34.7% | -39.4% | +4.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling