-10.3%
GFS vs CG
-16.3%
+6.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | +7.4% | +0.2% | +7.2% | +7.1% |
| 30D | -15.3% | +11.2% | -26.4% | -20.2% |
| 3M | -21.1% | -22.1% | +1.0% | -11.3% |
| 6M | -44.5% | -17.9% | -26.6% | -39.9% |
| YTD | +19.2% | -31.3% | +50.5% | +39.1% |
| 1Y | +27.2% | -24.0% | +51.2% | +39.9% |
| 3Y | -20.1% | +45.0% | -65.1% | -42.1% |
| 5Y | -25.6% | -22.6% | -3.0% | -22.6% |
| All | -10.3% | -16.3% | +6.0% | -10.4% |
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