-7.3%
GFS vs CPB
-31.6%
+24.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.4% |
| 7D | +6.2% | -4.1% | +10.3% | +6.0% |
| 30D | -11.4% | +16.9% | -28.3% | -10.9% |
| 3M | -15.5% | -0.6% | -14.9% | -15.1% |
| 6M | -42.6% | +11.4% | -54.0% | -42.8% |
| YTD | +23.2% | -14.8% | +38.0% | +25.7% |
| 1Y | +23.6% | -24.8% | +48.3% | +27.3% |
| 3Y | -17.2% | -36.6% | +19.4% | -13.6% |
| 5Y | -23.4% | -33.3% | +9.9% | -20.3% |
| All | -7.3% | -31.6% | +24.3% | -3.9% |
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