+47.3%
GH vs CFG
+68.3%
-21.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +3.7% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -5.2% | +3.2% | -8.4% | -6.7% |
| 3M | -5.8% | -9.7% | +4.0% | -0.8% |
| 6M | +65.9% | +3.6% | +62.3% | +62.0% |
| YTD | +55.5% | +14.7% | +40.8% | +43.1% |
| 1Y | +64.2% | +29.6% | +34.6% | +41.2% |
| 3Y | +606.0% | +190.6% | +415.5% | +285.1% |
| 5Y | +47.3% | +67.1% | -19.8% | +5.0% |
| All | +47.3% | +68.3% | -21.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling