-2.4%
GFS vs CAG
-38.8%
+36.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +1.0% | -3.8% | +4.8% | +0.9% |
| 30D | -8.6% | +3.1% | -11.7% | -8.6% |
| 3M | -46.5% | +23.5% | -70.0% | -46.6% |
| 6M | -4.8% | -14.8% | +10.0% | -2.3% |
| YTD | +29.7% | -5.4% | +35.1% | +32.6% |
| 1Y | +35.8% | -11.8% | +47.6% | +39.3% |
| 3Y | -18.3% | -36.7% | +18.3% | -15.1% |
| All | -2.4% | -38.8% | +36.3% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling