+33.6%
GD vs CAI
-5.3%
+38.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.2% |
| 7D | -3.0% | -20.3% | +17.3% | -2.1% |
| 30D | +9.3% | -13.9% | +23.2% | +9.9% |
| 3M | -7.2% | +12.4% | -19.6% | -8.1% |
| 6M | +5.5% | +58.3% | -52.9% | +2.1% |
| YTD | +9.5% | -5.2% | +14.7% | +7.2% |
| 1Y | +6.4% | -0.2% | +6.6% | +4.1% |
| All | +33.6% | -5.3% | +38.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling