-29.3%
GFS vs CFG
+66.0%
-95.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -15.8% | +2.8% | -18.6% | -17.0% |
| 3M | -18.6% | -10.1% | -8.5% | -13.6% |
| 6M | -45.0% | +3.2% | -48.2% | -46.4% |
| YTD | +16.8% | +14.2% | +2.6% | +7.1% |
| 1Y | +17.8% | +27.4% | -9.6% | +1.4% |
| 3Y | -21.5% | +187.6% | -209.1% | -56.5% |
| 5Y | -29.3% | +65.7% | -95.0% | -45.0% |
| All | -29.3% | +66.0% | -95.3% | -45.0% |
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