+654.3%
GS vs CI
+145.0%
+509.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | -1.6% | +4.4% | -6.0% | -3.1% |
| 3M | -4.5% | +0.7% | -5.1% | -5.2% |
| 6M | +20.9% | +0.3% | +20.5% | +19.6% |
| YTD | +19.9% | +3.8% | +16.1% | +17.1% |
| 1Y | +41.4% | -5.5% | +46.9% | +40.9% |
| 3Y | +239.2% | +8.1% | +231.0% | +206.6% |
| 5Y | +185.0% | +42.8% | +142.2% | +120.4% |
| All | +654.3% | +145.0% | +509.3% | +343.0% |
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 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