-29.3%
GFS vs CP
+28.7%
-58.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.2% | -9.6% |
| 7D | -20.7% | +6.1% | -26.8% | -23.0% |
| 30D | -25.2% | +9.8% | -35.0% | -28.7% |
| 3M | -26.3% | +2.7% | -29.1% | -27.4% |
| 6M | -50.7% | +12.8% | -63.5% | -54.3% |
| YTD | +4.5% | +28.2% | -23.6% | -10.7% |
| 1Y | +2.5% | +34.1% | -31.7% | -15.0% |
| All | -29.3% | +28.7% | -58.0% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling