+47.7%
CI vs GD
+94.5%
-46.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -1.6% | -5.0% | +3.4% | +0.4% |
| 30D | +5.4% | +8.9% | -3.5% | +1.7% |
| 3M | +7.3% | -8.0% | +15.3% | +10.8% |
| 6M | +5.3% | +2.9% | +2.4% | +3.7% |
| YTD | +8.5% | +7.1% | +1.4% | +4.6% |
| 1Y | +17.1% | +5.9% | +11.2% | +13.4% |
| 3Y | +1.4% | +53.9% | -52.4% | -18.4% |
| All | +47.7% | +94.5% | -46.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling