-2.4%
GFS vs CP
+25.0%
-27.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | -2.7% | +3.7% | +2.4% |
| 30D | -8.6% | +0.2% | -8.8% | -8.6% |
| 3M | -46.5% | +2.6% | -49.1% | -47.6% |
| 6M | -4.8% | +6.0% | -10.8% | -8.8% |
| YTD | +29.7% | +24.9% | +4.7% | +12.8% |
| 1Y | +35.8% | +20.1% | +15.7% | +20.7% |
| 3Y | -18.3% | +16.4% | -34.7% | -27.4% |
| All | -2.4% | +25.0% | -27.4% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling