+151.2%
GE vs CI
+145.6%
+5.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.9% |
| 7D | +5.1% | -1.7% | +6.9% | +5.7% |
| 30D | +7.6% | +4.9% | +2.7% | +5.6% |
| 3M | -9.3% | +7.4% | -16.7% | -11.8% |
| 6M | +11.5% | +0.4% | +11.2% | +10.5% |
| YTD | +7.9% | +9.5% | -1.6% | +3.0% |
| 1Y | +7.6% | +12.0% | -4.3% | +1.9% |
| 3Y | +265.9% | +7.1% | +258.8% | +233.7% |
| 5Y | +405.9% | +49.3% | +356.6% | +282.3% |
| All | +151.2% | +145.6% | +5.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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