+236.2%
GM vs CFG
+361.3%
-125.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.2% | +3.2% | -3.4% | -1.9% |
| 30D | +3.6% | +5.1% | -1.6% | +0.6% |
| 3M | -0.2% | -11.2% | +11.0% | +6.4% |
| 6M | +13.9% | +9.6% | +4.4% | +7.4% |
| YTD | +6.5% | +15.0% | -8.5% | -2.6% |
| 1Y | +20.7% | +29.9% | -9.2% | +3.1% |
| 3Y | +229.5% | +192.1% | +37.4% | +71.1% |
| 5Y | +41.5% | +62.3% | -20.8% | +0.6% |
| 10Y | +204.8% | +219.2% | -14.4% | +36.4% |
| All | +236.2% | +361.3% | -125.1% | +30.0% |
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 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