-1.6%
GFS vs CYCU
-99.9%
+98.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +1.0% | -8.1% | +9.1% | +1.1% |
| 30D | -8.6% | -43.0% | +34.4% | -8.0% |
| 3M | -46.5% | -50.8% | +4.3% | -47.7% |
| 6M | -4.8% | -74.1% | +69.3% | -5.9% |
| YTD | +29.7% | -84.0% | +113.6% | +30.3% |
| 1Y | +35.8% | -92.2% | +128.1% | +32.0% |
| All | -1.6% | -99.9% | +98.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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