+211.6%
GM vs CI
+146.2%
+65.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.2% | +1.2% | -1.3% | -0.6% |
| 30D | +3.6% | +2.6% | +1.0% | +2.5% |
| 3M | -0.2% | +7.4% | -7.7% | -3.0% |
| 6M | +13.9% | -0.1% | +14.0% | +13.1% |
| YTD | +6.5% | +9.7% | -3.3% | +1.5% |
| 1Y | +20.7% | +12.1% | +8.5% | +14.1% |
| 3Y | +229.5% | +7.0% | +222.4% | +200.5% |
| 5Y | +41.5% | +49.7% | -8.2% | +6.9% |
| All | +211.6% | +146.2% | +65.4% | +86.7% |
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