-34.7%
GFS vs CG
-22.2%
-12.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | -7.8% | -1.2% | -6.6% | -7.3% |
| 30D | -19.7% | +5.0% | -24.7% | -22.1% |
| 3M | -23.1% | -18.2% | -4.9% | -15.9% |
| 6M | -46.4% | -20.7% | -25.7% | -40.9% |
| YTD | +11.0% | -31.4% | +42.5% | +29.8% |
| 1Y | +12.6% | -22.3% | +34.9% | +22.3% |
| 3Y | -24.9% | +50.2% | -75.1% | -46.5% |
| All | -34.7% | -22.2% | -12.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling