+8,015.2%
CI vs GWW
+16,306.2%
-8,291.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +6.4% | +14.0% | -7.6% | +1.6% |
| 3M | +10.7% | +14.4% | -3.7% | +5.4% |
| 6M | +5.5% | +21.7% | -16.2% | -2.0% |
| YTD | +11.4% | +48.4% | -37.1% | -3.9% |
| 1Y | +15.0% | +58.4% | -43.4% | -3.0% |
| 3Y | +9.0% | +92.3% | -83.3% | -15.6% |
| 5Y | +52.0% | +221.8% | -169.8% | -4.4% |
| 10Y | +150.9% | +657.6% | -506.6% | +11.7% |
| All | +8,015.2% | +16,306.2% | -8,291.0% | +1,127.6% |
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