-42.6%
GFS vs CFG
+61.9%
-104.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.1% | -6.7% | -8.1% |
| 7D | -20.7% | -2.2% | -18.5% | -19.6% |
| 30D | -25.2% | +0.4% | -25.6% | -25.3% |
| 3M | -26.3% | -12.6% | -13.7% | -20.6% |
| 6M | -50.7% | +0.6% | -51.3% | -51.3% |
| YTD | +4.5% | +12.4% | -7.9% | -3.3% |
| 1Y | +2.5% | +27.7% | -25.2% | -11.9% |
| 3Y | -30.9% | +172.4% | -203.3% | -60.5% |
| 5Y | -42.6% | +64.0% | -106.6% | -55.1% |
| All | -42.6% | +61.9% | -104.5% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling