-12.0%
GFS vs CYCU
-99.9%
+87.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.8% | -5.9% |
| 7D | -12.5% | +1.2% | -13.7% | -12.5% |
| 30D | -16.9% | -31.5% | +14.6% | -16.5% |
| 3M | -22.3% | -62.0% | +39.8% | -21.4% |
| 6M | -40.2% | -67.4% | +27.2% | -41.2% |
| YTD | +16.0% | -88.6% | +104.6% | +17.0% |
| 1Y | +17.7% | -88.5% | +106.2% | +17.1% |
| All | -12.0% | -99.9% | +87.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling