+32.0%
GD vs CAI
-7.1%
+39.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.3% | -2.2% | -3.1% | -5.2% |
| 30D | -6.4% | +52.4% | -58.8% | -8.7% |
| 3M | +5.7% | +45.1% | -39.4% | +3.2% |
| 6M | -0.9% | +26.2% | -27.2% | -3.1% |
| YTD | +8.2% | -7.1% | +15.2% | +6.3% |
| 1Y | +13.4% | -31.0% | +44.5% | +11.4% |
| All | +32.0% | -7.1% | +39.1% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling