+237.2%
GM vs CFG
+358.5%
-121.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | -3.4% | +1.6% | -5.1% | -4.3% |
| 30D | +2.7% | +3.3% | -0.6% | +0.8% |
| 3M | -0.4% | -11.5% | +11.2% | +6.5% |
| 6M | +13.3% | +6.2% | +7.1% | +8.7% |
| YTD | +6.8% | +14.3% | -7.5% | -2.0% |
| 1Y | +21.1% | +26.7% | -5.6% | +4.8% |
| 3Y | +231.0% | +187.8% | +43.3% | +73.4% |
| 5Y | +41.9% | +61.3% | -19.4% | +1.3% |
| 10Y | +205.7% | +217.2% | -11.5% | +37.2% |
| All | +237.2% | +358.5% | -121.3% | +30.8% |
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