-19.4%
GFS vs CG
+58.1%
-77.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.3% |
| 7D | +1.0% | -4.3% | +5.3% | +3.0% |
| 30D | -8.6% | -5.1% | -3.5% | -6.8% |
| 3M | -46.5% | +8.7% | -55.2% | -49.2% |
| 6M | -4.8% | -9.2% | +4.4% | -1.6% |
| YTD | +29.7% | -18.9% | +48.5% | +39.5% |
| 1Y | +35.8% | -25.6% | +61.5% | +52.8% |
| All | -19.4% | +58.1% | -77.5% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling