+377.4%
GH vs CFG
+193.0%
+184.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -2.1% | +2.7% | -4.8% | -3.6% |
| 30D | -4.5% | -3.7% | -0.8% | -2.6% |
| 3M | +28.9% | +9.5% | +19.4% | +21.8% |
| 6M | +76.5% | +22.2% | +54.3% | +56.2% |
| YTD | +57.6% | +22.3% | +35.3% | +39.1% |
| 1Y | +167.5% | +39.4% | +128.1% | +116.8% |
| 3Y | +377.4% | +188.5% | +188.9% | +128.5% |
| All | +377.4% | +193.0% | +184.4% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling