+47.0%
CI vs GH
+481.7%
-434.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | -1.1% | +5.5% | +4.5% |
| 3M | +0.7% | +21.3% | -20.7% | -0.8% |
| 6M | +0.3% | +73.5% | -73.2% | -3.4% |
| YTD | +3.8% | +58.0% | -54.2% | +0.3% |
| 1Y | -5.5% | +163.1% | -168.5% | -12.3% |
| 3Y | +8.1% | +361.0% | -352.9% | -7.0% |
| 5Y | +42.8% | +22.5% | +20.3% | +35.1% |
| All | +47.0% | +481.7% | -434.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling