-10.3%
GFS vs CP
+28.8%
-39.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +7.4% | +2.1% | +5.2% | +6.3% |
| 30D | -15.3% | +9.3% | -24.6% | -19.3% |
| 3M | -21.1% | +0.5% | -21.6% | -21.6% |
| 6M | -44.5% | +10.4% | -54.9% | -48.0% |
| YTD | +19.2% | +28.7% | -9.5% | +1.7% |
| 1Y | +27.2% | +33.2% | -5.9% | +6.4% |
| 3Y | -20.1% | +38.4% | -58.6% | -35.5% |
| 5Y | -25.6% | +26.2% | -51.8% | -36.2% |
| All | -10.3% | +28.8% | -39.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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