+57.7%
CI vs GH
+457.8%
-400.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.3% | -8.2% | +6.9% | -0.8% |
| 30D | +6.4% | -4.9% | +11.3% | +6.6% |
| 3M | +10.7% | -6.2% | +16.9% | +10.9% |
| 6M | +5.5% | +60.0% | -54.6% | +2.0% |
| YTD | +11.4% | +51.5% | -40.2% | +7.7% |
| 1Y | +15.0% | +58.4% | -43.4% | +10.9% |
| 3Y | +9.0% | +617.2% | -608.3% | -10.1% |
| 5Y | +52.0% | +47.0% | +4.9% | +40.0% |
| All | +57.7% | +457.8% | -400.1% | +21.5% |
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