-16.4%
GFS vs CF
+131.6%
-148.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.2% |
| 7D | -7.8% | -3.2% | -4.7% | -7.6% |
| 30D | -19.7% | +4.3% | -24.0% | -19.9% |
| 3M | -23.1% | +2.8% | -25.9% | -23.5% |
| 6M | -46.4% | +0.6% | -47.0% | -46.7% |
| YTD | +11.0% | +56.6% | -45.6% | +0.5% |
| 1Y | +12.6% | +49.6% | -37.0% | +2.7% |
| 3Y | -24.9% | +61.5% | -86.4% | -33.7% |
| 5Y | -39.1% | +124.0% | -163.0% | -48.6% |
| All | -16.4% | +131.6% | -148.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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