-7.8%
GFS vs CFG
+67.2%
-75.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +17.2% | +1.6% | +15.6% | +16.2% |
| 30D | -8.7% | +3.3% | -12.0% | -10.3% |
| 3M | -19.7% | -11.5% | -8.1% | -14.0% |
| 6M | -40.7% | +6.2% | -46.9% | -43.1% |
| YTD | +22.5% | +14.3% | +8.3% | +12.4% |
| 1Y | +25.2% | +26.7% | -1.5% | +8.2% |
| 3Y | -17.7% | +187.8% | -205.4% | -54.2% |
| 5Y | -23.5% | +61.3% | -84.8% | -38.5% |
| All | -7.8% | +67.2% | -75.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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