+4.1%
CI vs GD
+55.3%
-51.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.3% |
| 30D | +9.9% | +8.1% | +1.8% | +7.0% |
| 3M | +12.1% | -6.8% | +18.8% | +14.5% |
| 6M | +10.6% | +3.0% | +7.6% | +9.3% |
| YTD | +11.4% | +7.8% | +3.6% | +8.0% |
| 1Y | +18.8% | +5.8% | +13.0% | +15.8% |
| All | +4.1% | +55.3% | -51.2% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling