-19.4%
GFS vs CP
+17.1%
-36.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | -2.7% | +3.7% | +2.3% |
| 30D | -8.6% | +0.2% | -8.8% | -8.6% |
| 3M | -46.5% | +2.6% | -49.1% | -47.5% |
| 6M | -4.8% | +6.0% | -10.8% | -8.8% |
| YTD | +29.7% | +24.9% | +4.7% | +13.0% |
| 1Y | +35.8% | +20.1% | +15.7% | +21.1% |
| All | -19.4% | +17.1% | -36.4% | -29.4% |
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