-5.8%
CI vs GH
+170.3%
-176.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +1.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +0.5% | -2.6% | +3.1% | +0.2% |
| 3M | -5.2% | +25.1% | -30.3% | -1.8% |
| 6M | +4.3% | +78.5% | -74.2% | +14.5% |
| YTD | +2.8% | +59.4% | -56.6% | +10.5% |
| 1Y | -5.8% | +173.9% | -179.7% | +23.9% |
| All | -5.8% | +170.3% | -176.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling