-29.3%
GFS vs CPB
-33.2%
+3.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.2% |
| 7D | -5.3% | +2.9% | -8.2% | -5.1% |
| 30D | -15.8% | +17.6% | -33.4% | -15.3% |
| 3M | -18.6% | +2.0% | -20.7% | -18.2% |
| 6M | -45.0% | +11.6% | -56.6% | -45.0% |
| YTD | +16.8% | -13.8% | +30.5% | +19.2% |
| 1Y | +17.8% | -21.6% | +39.4% | +21.1% |
| 3Y | -21.5% | -35.8% | +14.3% | -18.1% |
| 5Y | -29.3% | -33.3% | +3.9% | -25.3% |
| All | -29.3% | -33.2% | +3.8% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling