+7,857.7%
CI vs GWW
+15,877.3%
-8,019.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.1% | +5.3% | -5.1% | -1.7% |
| 30D | +4.7% | +12.4% | -7.8% | +0.4% |
| 3M | +5.2% | +13.7% | -8.5% | +0.4% |
| 6M | +3.8% | +18.0% | -14.2% | -2.6% |
| YTD | +9.2% | +44.6% | -35.3% | -4.9% |
| 1Y | +14.3% | +53.1% | -38.8% | -2.5% |
| 3Y | +8.4% | +90.2% | -81.8% | -15.7% |
| 5Y | +50.0% | +215.0% | -165.0% | -4.9% |
| 10Y | +142.2% | +658.9% | -516.7% | +7.7% |
| All | +7,857.7% | +15,877.3% | -8,019.6% | +1,114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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