+58.6%
CI vs GH
+459.8%
-401.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.7% |
| 7D | +2.6% | -11.2% | +13.8% | +3.3% |
| 30D | +7.3% | -7.2% | +14.6% | +7.7% |
| 3M | +9.5% | -7.1% | +16.6% | +9.7% |
| 6M | +6.4% | +62.3% | -55.9% | +2.8% |
| YTD | +12.0% | +52.1% | -40.1% | +8.3% |
| 1Y | +20.1% | +58.6% | -38.6% | +15.8% |
| 3Y | +9.6% | +619.9% | -610.3% | -9.6% |
| 5Y | +52.7% | +49.7% | +3.0% | +40.4% |
| All | +58.6% | +459.8% | -401.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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