+12.6%
GFS vs CF
+46.5%
-33.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.4% |
| 7D | -7.8% | -3.2% | -4.7% | -8.4% |
| 30D | -19.7% | +4.3% | -24.0% | -18.1% |
| 3M | -23.1% | +2.8% | -25.9% | -21.4% |
| 6M | -46.4% | +0.6% | -47.0% | -45.2% |
| YTD | +11.0% | +56.6% | -45.6% | +18.2% |
| 1Y | +12.6% | +49.6% | -37.0% | +20.1% |
| All | +12.6% | +46.5% | -33.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling