+23.6%
GFS vs CFG
+28.5%
-4.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +6.2% | -0.8% | +7.0% | +6.8% |
| 30D | -11.4% | +3.1% | -14.5% | -12.5% |
| 3M | -15.5% | -9.7% | -5.8% | -11.3% |
| 6M | -42.6% | +6.7% | -49.3% | -45.2% |
| YTD | +23.2% | +15.2% | +8.0% | +8.6% |
| 1Y | +23.6% | +28.8% | -5.2% | +3.6% |
| All | +23.6% | +28.5% | -4.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling