+401.3%
GH vs CFG
+154.9%
+246.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | -1.1% | -3.8% | +2.7% | +0.2% |
| 3M | +21.3% | +11.5% | +9.8% | +16.6% |
| 6M | +73.5% | +19.2% | +54.3% | +62.9% |
| YTD | +58.0% | +23.7% | +34.3% | +46.3% |
| 1Y | +163.1% | +38.8% | +124.2% | +133.1% |
| 3Y | +361.0% | +178.9% | +182.1% | +223.9% |
| 5Y | +22.5% | +101.8% | -79.2% | -6.9% |
| All | +401.3% | +154.9% | +246.4% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling