+174.0%
GD vs CNI
+140.5%
+33.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +10.9% | +7.6% | +3.3% | +7.2% |
| 3M | -6.8% | +1.9% | -8.6% | -7.8% |
| 6M | +7.0% | +14.8% | -7.8% | 0.0% |
| YTD | +11.1% | +30.5% | -19.3% | -3.3% |
| 1Y | +7.0% | +36.5% | -29.4% | -9.0% |
| 3Y | +59.9% | +20.7% | +39.2% | +41.8% |
| 5Y | +102.5% | +7.0% | +95.5% | +87.8% |
| 10Y | +174.0% | +136.0% | +38.1% | +74.8% |
| All | +174.0% | +140.5% | +33.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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