+382.5%
GH vs CFG
+135.3%
+247.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -11.2% | +0.7% | -11.9% | -11.4% |
| 30D | -7.2% | +2.8% | -10.0% | -8.1% |
| 3M | -7.1% | -10.1% | +3.0% | -3.7% |
| 6M | +62.3% | +3.2% | +59.1% | +60.3% |
| YTD | +52.1% | +14.2% | +37.9% | +44.8% |
| 1Y | +58.6% | +27.4% | +31.2% | +45.3% |
| 3Y | +619.9% | +187.6% | +432.3% | +404.2% |
| 5Y | +49.7% | +65.7% | -16.0% | +20.4% |
| All | +382.5% | +135.3% | +247.2% | +186.0% |
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