+238.7%
GM vs CI
+747.8%
-509.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +1.2% |
| 30D | -1.8% | -1.8% | 0.0% | -1.2% |
| 3M | +2.6% | -4.2% | +6.9% | +3.9% |
| 6M | +14.6% | +2.7% | +11.8% | +12.5% |
| YTD | +6.2% | +1.9% | +4.3% | +4.1% |
| 1Y | +48.7% | -6.3% | +54.9% | +48.6% |
| 3Y | +168.3% | +3.9% | +164.5% | +146.1% |
| 5Y | +82.8% | +41.9% | +40.9% | +41.8% |
| 10Y | +226.2% | +140.4% | +85.8% | +89.7% |
| All | +238.7% | +747.8% | -509.1% | -8.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling