-34.7%
GFS vs CFG
+61.2%
-95.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.7% |
| 7D | -7.8% | -0.9% | -6.9% | -7.4% |
| 30D | -19.7% | +1.1% | -20.7% | -20.1% |
| 3M | -23.1% | -12.0% | -11.1% | -17.4% |
| 6M | -46.4% | -2.2% | -44.1% | -46.1% |
| YTD | +11.0% | +11.4% | -0.4% | +3.2% |
| 1Y | +12.6% | +27.8% | -15.2% | -3.3% |
| 3Y | -24.9% | +173.3% | -198.2% | -57.2% |
| All | -34.7% | +61.2% | -95.9% | -48.5% |
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