+27.2%
GFS vs CP
+31.6%
-4.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +7.4% | +2.1% | +5.2% | +7.3% |
| 30D | -15.3% | +9.3% | -24.6% | -15.8% |
| 3M | -21.1% | +0.5% | -21.6% | -20.8% |
| 6M | -44.5% | +10.4% | -54.9% | -45.3% |
| YTD | +19.2% | +28.7% | -9.5% | +17.8% |
| 1Y | +27.2% | +33.2% | -5.9% | +23.8% |
| All | +27.2% | +31.6% | -4.3% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling