+233.0%
GM vs CI
+144.3%
+88.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | -1.1% | -1.3% | +0.3% | -0.6% |
| 30D | -3.4% | +3.1% | -6.6% | -4.5% |
| 3M | +8.7% | -4.5% | +13.2% | +10.1% |
| 6M | +15.4% | +8.3% | +7.2% | +11.4% |
| YTD | +6.6% | +3.8% | +2.8% | +4.0% |
| 1Y | +51.5% | -5.0% | +56.5% | +50.9% |
| 3Y | +169.3% | +5.8% | +163.6% | +146.2% |
| 5Y | +81.6% | +50.6% | +30.9% | +36.9% |
| All | +233.0% | +144.3% | +88.7% | +123.3% |
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