-29.3%
GFS vs CF
+56.6%
-86.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.2% | -16.0% | -9.5% |
| 7D | -20.7% | +0.4% | -21.1% | -20.6% |
| 30D | -25.2% | +2.2% | -27.4% | -25.0% |
| 3M | -26.3% | +2.1% | -28.4% | -26.1% |
| 6M | -50.7% | -6.5% | -44.2% | -50.5% |
| YTD | +4.5% | +55.6% | -51.0% | -4.5% |
| 1Y | +2.5% | +42.3% | -39.8% | -4.8% |
| All | -29.3% | +56.6% | -86.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling