+3.0%
GD vs CAI
+38.1%
-35.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -21.6% | +19.3% | -1.4% |
| 7D | -3.9% | -28.0% | +24.1% | -2.8% |
| 30D | +8.1% | -5.2% | +13.3% | +8.3% |
| 3M | -6.8% | +58.2% | -65.0% | -9.5% |
| 6M | +3.0% | +37.4% | -34.4% | +0.4% |
| All | +3.0% | +38.1% | -35.1% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling