-32.0%
GFS vs CP
+27.1%
-59.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.9% |
| 7D | -3.1% | +2.8% | -5.9% | -4.6% |
| 30D | -16.0% | +11.3% | -27.4% | -20.8% |
| 3M | -24.7% | +2.9% | -27.5% | -26.1% |
| 6M | -45.1% | +9.8% | -54.9% | -48.5% |
| YTD | +16.5% | +28.5% | -12.1% | -0.7% |
| 1Y | +19.3% | +33.5% | -14.2% | -0.6% |
| 3Y | -20.0% | +31.9% | -51.9% | -33.9% |
| 5Y | -32.0% | +25.5% | -57.5% | -44.5% |
| All | -32.0% | +27.1% | -59.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling