+240.6%
GM vs CFG
+192.0%
+48.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.4% |
| 30D | +7.9% | +3.1% | +4.8% | +6.2% |
| 3M | -0.3% | -9.7% | +9.4% | +4.8% |
| 6M | +18.6% | +6.7% | +11.9% | +13.7% |
| YTD | +10.0% | +15.2% | -5.1% | +1.3% |
| 1Y | +25.9% | +28.8% | -2.9% | +9.4% |
| All | +240.6% | +192.0% | +48.5% | +88.3% |
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