+71.8%
GH vs CFG
+34.2%
+37.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.0% | -4.7% |
| 7D | -7.7% | +1.8% | -9.4% | -8.4% |
| 30D | -10.0% | +3.3% | -13.2% | -11.3% |
| 3M | +5.5% | -9.8% | +15.3% | +10.7% |
| 6M | +84.9% | +5.2% | +79.7% | +77.3% |
| YTD | +65.0% | +16.1% | +49.0% | +53.6% |
| 1Y | +71.8% | +33.7% | +38.1% | +54.3% |
| All | +71.8% | +34.2% | +37.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling