-7.8%
GFS vs CG
-17.2%
+9.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +1.6% |
| 7D | +17.2% | -1.5% | +18.7% | +17.9% |
| 30D | -8.7% | +5.7% | -14.4% | -11.9% |
| 3M | -19.7% | -17.9% | -1.8% | -12.3% |
| 6M | -40.7% | -20.2% | -20.5% | -34.9% |
| YTD | +22.5% | -32.0% | +54.5% | +43.8% |
| 1Y | +25.2% | -27.0% | +52.2% | +40.9% |
| 3Y | -17.7% | +42.8% | -60.4% | -39.8% |
| 5Y | -23.5% | -23.4% | -0.1% | -20.0% |
| All | -7.8% | -17.2% | +9.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling