-26.3%
GFS vs CFG
-13.1%
-13.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.1% | -6.7% | -7.5% |
| 7D | -20.7% | -2.2% | -18.5% | -18.8% |
| 30D | -25.2% | +0.4% | -25.6% | -24.8% |
| 3M | -26.3% | -12.6% | -13.7% | -18.7% |
| All | -26.3% | -13.1% | -13.2% | -18.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling