-42.6%
GFS vs CP
+27.2%
-69.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.2% | -9.5% |
| 7D | -20.7% | +6.1% | -26.8% | -23.2% |
| 30D | -25.2% | +9.8% | -35.0% | -29.0% |
| 3M | -26.3% | +2.7% | -29.1% | -27.6% |
| 6M | -50.7% | +12.8% | -63.5% | -54.4% |
| YTD | +4.5% | +28.2% | -23.6% | -10.7% |
| 1Y | +2.5% | +34.1% | -31.7% | -14.9% |
| 3Y | -30.9% | +28.9% | -59.8% | -42.2% |
| 5Y | -42.6% | +27.1% | -69.7% | -53.6% |
| All | -42.6% | +27.2% | -69.8% | -53.6% |
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