+8,016.0%
CI vs GD
+20,112.4%
-12,096.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | +1.0% | -3.9% | +4.9% | +2.5% |
| 30D | +9.9% | +8.1% | +1.8% | +6.6% |
| 3M | +12.1% | -6.8% | +18.8% | +15.0% |
| 6M | +10.6% | +3.0% | +7.6% | +9.0% |
| YTD | +11.4% | +7.8% | +3.6% | +7.5% |
| 1Y | +18.8% | +5.8% | +13.0% | +15.4% |
| 3Y | +2.9% | +55.3% | -52.5% | -14.6% |
| 5Y | +54.5% | +96.7% | -42.2% | +16.6% |
| 10Y | +175.7% | +195.4% | -19.6% | +79.0% |
| All | +8,016.0% | +20,112.4% | -12,096.4% | +2,879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling