+80.5%
GM vs CFG
+99.7%
-19.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | -4.6% | -4.5% | 0.0% | -2.2% |
| 3M | +0.2% | +6.3% | -6.1% | -3.8% |
| 6M | +12.6% | +20.6% | -8.0% | +0.4% |
| YTD | +3.7% | +21.2% | -17.6% | -8.1% |
| 1Y | +45.6% | +38.2% | +7.4% | +19.5% |
| 3Y | +162.0% | +185.9% | -24.0% | +33.8% |
| 5Y | +80.5% | +97.0% | -16.5% | +19.0% |
| All | +80.5% | +99.7% | -19.2% | +19.0% |
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