-42.6%
GFS vs CAI
+51.4%
-94.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.2% | +5.5% |
| 7D | +6.2% | -26.3% | +32.5% | +10.8% |
| 30D | -11.4% | -17.5% | +6.2% | -8.0% |
| 3M | -15.5% | +5.8% | -21.3% | -14.3% |
| 6M | -42.6% | +53.6% | -96.3% | -43.7% |
| All | -42.6% | +51.4% | -94.0% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling