-19.4%
GFS vs CPB
-40.0%
+20.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.6% |
| 7D | +1.0% | -8.6% | +9.6% | +1.1% |
| 30D | -8.6% | -7.2% | -1.3% | -8.5% |
| 3M | -46.5% | +0.9% | -47.4% | -46.8% |
| 6M | -4.8% | -11.8% | +7.0% | -3.5% |
| YTD | +29.7% | -19.4% | +49.1% | +32.9% |
| 1Y | +35.8% | -30.4% | +66.2% | +42.0% |
| All | -19.4% | -40.0% | +20.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling