-21.3%
GFS vs CPB
-29.0%
+7.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -9.8% |
| 7D | -20.7% | +11.6% | -32.3% | -20.3% |
| 30D | -25.2% | +23.3% | -48.5% | -24.7% |
| 3M | -26.3% | +1.6% | -28.0% | -25.8% |
| 6M | -50.7% | +13.9% | -64.6% | -50.7% |
| YTD | +4.5% | -11.7% | +16.2% | +6.9% |
| 1Y | +2.5% | -18.2% | +20.7% | +5.4% |
| 3Y | -30.9% | -35.2% | +4.3% | -27.7% |
| 5Y | -42.6% | -30.5% | -12.1% | -40.2% |
| All | -21.3% | -29.0% | +7.7% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling