+20.1%
CI vs GH
+58.5%
-38.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.6% |
| 7D | +2.6% | -11.2% | +13.8% | +2.7% |
| 30D | +7.3% | -7.2% | +14.6% | +7.4% |
| 3M | +9.5% | -7.1% | +16.6% | +9.4% |
| 6M | +6.4% | +62.3% | -55.9% | +3.8% |
| YTD | +12.0% | +52.1% | -40.1% | +9.1% |
| 1Y | +20.1% | +58.6% | -38.6% | +17.0% |
| All | +20.1% | +58.5% | -38.4% | +17.0% |
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