-12.7%
GFS vs CP
+29.1%
-41.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -7.7% |
| 7D | -12.5% | +5.6% | -18.1% | -15.0% |
| 30D | -16.9% | +10.0% | -27.0% | -21.2% |
| 3M | -22.3% | +4.4% | -26.7% | -24.3% |
| 6M | -40.2% | +14.1% | -54.3% | -45.1% |
| YTD | +16.0% | +29.1% | -13.1% | -1.2% |
| 1Y | +17.7% | +34.6% | -16.9% | -2.2% |
| 3Y | -23.4% | +29.8% | -53.1% | -36.0% |
| 5Y | -35.4% | +28.7% | -64.1% | -44.8% |
| All | -12.7% | +29.1% | -41.9% | -25.3% |
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