+251.0%
GM vs CI
+826.6%
-575.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | +7.9% | +6.4% | +1.5% | +5.2% |
| 3M | -0.3% | +10.7% | -11.0% | -4.3% |
| 6M | +18.6% | +5.5% | +13.1% | +15.3% |
| YTD | +10.0% | +11.4% | -1.3% | +4.1% |
| 1Y | +25.9% | +15.0% | +10.9% | +17.5% |
| 3Y | +241.2% | +9.0% | +232.2% | +208.1% |
| 5Y | +50.0% | +52.0% | -1.9% | +13.6% |
| 10Y | +215.1% | +150.9% | +64.1% | +81.1% |
| All | +251.0% | +826.6% | -575.6% | -8.2% |
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