-2.4%
GFS vs CF
+158.7%
-161.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.8% |
| 7D | +1.0% | +6.0% | -5.0% | +0.5% |
| 30D | -8.6% | +14.8% | -23.4% | -9.7% |
| 3M | -46.5% | +14.1% | -60.6% | -47.2% |
| 6M | -4.8% | +28.5% | -33.4% | -9.4% |
| YTD | +29.7% | +74.9% | -45.3% | +16.5% |
| 1Y | +35.8% | +61.7% | -25.8% | +23.7% |
| 3Y | -18.3% | +80.3% | -98.7% | -28.5% |
| All | -2.4% | +158.7% | -161.1% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling