-23.4%
GFS vs CG
-17.8%
-5.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.2% |
| 7D | +6.2% | -3.8% | +10.0% | +8.4% |
| 30D | -11.4% | +7.5% | -18.9% | -15.1% |
| 3M | -15.5% | -14.4% | -1.1% | -9.6% |
| 6M | -42.6% | -15.7% | -27.0% | -38.8% |
| YTD | +23.2% | -29.0% | +52.2% | +41.4% |
| 1Y | +23.6% | -22.1% | +45.7% | +34.3% |
| 3Y | -17.2% | +49.1% | -66.4% | -40.7% |
| 5Y | -23.4% | -18.4% | -5.1% | -25.4% |
| All | -23.4% | -17.8% | -5.7% | -25.4% |
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 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