+30.7%
GD vs CAI
-6.6%
+37.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.5% |
| 7D | -5.0% | -26.5% | +21.5% | -3.8% |
| 30D | +8.9% | -6.9% | +15.8% | +9.2% |
| 3M | -8.0% | +26.1% | -34.2% | -9.5% |
| 6M | +2.9% | +31.9% | -29.0% | +0.4% |
| YTD | +7.1% | -6.5% | +13.6% | +4.9% |
| 1Y | +5.9% | +2.5% | +3.4% | +3.5% |
| All | +30.7% | -6.6% | +37.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling