+145.0%
CI vs GD
+190.3%
-45.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.3% |
| 7D | +1.3% | -5.3% | +6.6% | +4.5% |
| 30D | +4.4% | -6.4% | +10.9% | +8.5% |
| 3M | +0.7% | +5.7% | -5.0% | -2.9% |
| 6M | +0.3% | -0.9% | +1.3% | +0.3% |
| YTD | +3.8% | +8.2% | -4.3% | -2.0% |
| 1Y | -5.5% | +13.4% | -18.9% | -13.5% |
| 3Y | +8.1% | +68.5% | -60.4% | -24.8% |
| 5Y | +42.8% | +97.2% | -54.4% | -12.2% |
| All | +145.0% | +190.3% | -45.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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