-20.1%
GFS vs CPB
-35.1%
+14.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -2.5% |
| 7D | +7.4% | -1.6% | +8.9% | +7.3% |
| 30D | -15.3% | +19.2% | -34.5% | -14.7% |
| 3M | -21.1% | -0.9% | -20.2% | -20.4% |
| 6M | -44.5% | +15.2% | -59.7% | -45.0% |
| YTD | +19.2% | -13.1% | +32.3% | +23.6% |
| 1Y | +27.2% | -22.4% | +49.7% | +34.4% |
| 3Y | -20.1% | -35.3% | +15.2% | -13.9% |
| All | -20.1% | -35.1% | +14.9% | -13.9% |
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 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