+20.7%
GM vs CI
+12.2%
+8.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.2% | +1.2% | -1.3% | -0.3% |
| 30D | +3.6% | +2.6% | +1.0% | +3.3% |
| 3M | -0.2% | +7.4% | -7.7% | -1.0% |
| 6M | +13.9% | -0.1% | +14.0% | +13.4% |
| YTD | +6.5% | +9.7% | -3.3% | +5.4% |
| 1Y | +20.7% | +12.1% | +8.5% | +18.9% |
| All | +20.7% | +12.2% | +8.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling