+21.9%
GFS vs CAI
-7.1%
+29.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | -8.6% | +52.4% | -61.0% | -12.8% |
| 3M | -46.5% | +45.1% | -91.6% | -48.8% |
| 6M | -4.8% | +26.2% | -31.1% | -8.4% |
| YTD | +29.7% | -7.1% | +36.7% | +28.3% |
| 1Y | +35.8% | -31.0% | +66.9% | +34.7% |
| All | +21.9% | -7.1% | +29.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling