+15.2%
GFS vs CAI
-11.3%
+26.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +17.2% | -8.0% | +25.2% | +18.3% |
| 30D | -8.7% | -18.9% | +10.1% | -6.1% |
| 3M | -19.7% | +7.6% | -27.3% | -19.7% |
| 6M | -40.7% | +43.0% | -83.7% | -42.7% |
| YTD | +22.5% | -11.2% | +33.7% | +22.7% |
| 1Y | +25.2% | -3.3% | +28.5% | +24.6% |
| All | +15.2% | -11.3% | +26.5% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling