+405.5%
GH vs CFG
+149.8%
+255.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -2.6% | -4.5% | +1.9% | -1.2% |
| 3M | +25.1% | +6.3% | +18.8% | +22.2% |
| 6M | +78.5% | +20.6% | +57.9% | +66.8% |
| YTD | +59.4% | +21.2% | +38.1% | +48.6% |
| 1Y | +173.9% | +38.2% | +135.7% | +143.1% |
| 3Y | +382.7% | +185.9% | +196.8% | +237.3% |
| 5Y | +24.4% | +97.0% | -72.6% | -4.7% |
| All | +405.5% | +149.8% | +255.7% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling