+238.7%
GM vs CI
+743.2%
-504.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.4% |
| 7D | +0.4% | -2.6% | +2.9% | +1.4% |
| 30D | -1.8% | -2.4% | +0.5% | -1.0% |
| 3M | +2.6% | -4.8% | +7.4% | +4.1% |
| 6M | +14.6% | +2.1% | +12.4% | +12.7% |
| YTD | +6.2% | +1.4% | +4.8% | +4.3% |
| 1Y | +48.7% | -6.8% | +55.4% | +48.9% |
| 3Y | +168.3% | +3.3% | +165.0% | +146.6% |
| 5Y | +82.8% | +41.1% | +41.7% | +42.1% |
| 10Y | +226.2% | +139.1% | +87.1% | +90.1% |
| All | +238.7% | +743.2% | -504.5% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling