+12.4%
GD vs CNI
+29.6%
-17.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | -9.0% | -2.5% | -6.5% | -8.8% |
| 3M | +5.1% | +2.7% | +2.4% | +4.8% |
| 6M | -1.0% | +16.9% | -18.0% | -4.1% |
| YTD | +7.3% | +26.3% | -19.0% | +1.6% |
| 1Y | +12.4% | +31.1% | -18.7% | +5.3% |
| All | +12.4% | +29.6% | -17.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling