+12.6%
GFS vs CP
+32.2%
-19.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.2% |
| 7D | -7.8% | +2.8% | -10.6% | -8.0% |
| 30D | -19.7% | +10.2% | -29.9% | -20.4% |
| 3M | -23.1% | +2.4% | -25.5% | -23.0% |
| 6M | -46.4% | +7.7% | -54.0% | -47.0% |
| YTD | +11.0% | +26.0% | -15.0% | +9.2% |
| 1Y | +12.6% | +34.6% | -22.0% | +7.8% |
| All | +12.6% | +32.2% | -19.5% | +7.8% |
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