-16.4%
GFS vs CPB
-29.9%
+13.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.2% |
| 7D | -7.8% | +8.0% | -15.8% | -7.5% |
| 30D | -19.7% | +22.4% | -42.0% | -19.1% |
| 3M | -23.1% | +2.5% | -25.6% | -22.6% |
| 6M | -46.4% | +12.2% | -58.6% | -46.4% |
| YTD | +11.0% | -12.8% | +23.8% | +13.5% |
| 1Y | +12.6% | -19.2% | +31.8% | +15.8% |
| 3Y | -24.9% | -35.6% | +10.6% | -21.5% |
| 5Y | -39.1% | -31.4% | -7.6% | -36.5% |
| All | -16.4% | -29.9% | +13.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling