+627.7%
GEV vs CI
-18.8%
+646.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -1.9% |
| 7D | +3.2% | -1.1% | +4.3% | +3.0% |
| 30D | -4.0% | +0.5% | -4.5% | -3.9% |
| 3M | +3.4% | -5.2% | +8.6% | +2.9% |
| 6M | +14.7% | +4.3% | +10.4% | +15.7% |
| YTD | +45.8% | +2.8% | +43.0% | +47.0% |
| 1Y | +57.4% | -5.8% | +63.2% | +57.2% |
| All | +627.7% | -18.8% | +646.5% | +641.5% |
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