+233.0%
GM vs CFG
+311.8%
-78.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -1.1% | -1.7% | +0.6% | 0.0% |
| 30D | -3.4% | -4.6% | +1.2% | -0.9% |
| 3M | +8.7% | +7.9% | +0.8% | +3.4% |
| 6M | +15.4% | +19.9% | -4.4% | +3.2% |
| YTD | +6.6% | +21.7% | -15.1% | -5.8% |
| 1Y | +51.5% | +38.4% | +13.0% | +23.9% |
| 3Y | +169.3% | +187.0% | -17.7% | +37.9% |
| 5Y | +81.6% | +99.5% | -18.0% | +13.0% |
| All | +233.0% | +311.8% | -78.8% | +34.5% |
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 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