+226.2%
GM vs CF
+589.1%
-362.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -1.8% | +18.1% | -19.9% | -6.6% |
| 3M | +2.6% | +23.4% | -20.7% | -4.0% |
| 6M | +14.6% | +17.1% | -2.5% | +5.6% |
| YTD | +6.2% | +76.2% | -70.0% | -15.1% |
| 1Y | +48.7% | +62.3% | -13.6% | +21.5% |
| 3Y | +168.3% | +71.8% | +96.5% | +107.2% |
| 5Y | +82.8% | +234.6% | -151.8% | -2.7% |
| 10Y | +226.2% | +574.3% | -348.1% | +41.9% |
| All | +226.2% | +589.1% | -362.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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