+80.5%
GM vs CI
+43.3%
+37.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | +0.2% | -5.2% | +5.4% | +1.0% |
| 6M | +12.6% | +4.3% | +8.3% | +11.4% |
| YTD | +3.7% | +2.8% | +0.9% | +2.7% |
| 1Y | +45.6% | -5.8% | +51.4% | +45.9% |
| 3Y | +162.0% | +4.7% | +157.2% | +151.4% |
| 5Y | +80.5% | +42.7% | +37.8% | +51.1% |
| All | +80.5% | +43.3% | +37.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling