+17.7%
GFS vs CAI
+12.6%
+5.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.1% | -6.1% |
| 7D | -12.5% | -6.3% | -6.2% | -11.9% |
| 30D | -16.9% | +9.3% | -26.2% | -17.6% |
| 3M | -22.3% | +106.3% | -128.6% | -28.9% |
| 6M | -40.2% | +77.7% | -118.0% | -44.6% |
| YTD | +16.0% | +23.1% | -7.2% | +14.0% |
| 1Y | +17.7% | +6.5% | +11.1% | +18.0% |
| All | +17.7% | +12.6% | +5.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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