+186.8%
GS vs CI
+2.7%
+184.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.3% |
| 7D | -6.3% | +1.0% | -7.4% | -6.4% |
| 30D | -3.1% | +9.9% | -13.0% | -3.7% |
| 3M | -17.7% | +12.1% | -29.7% | -18.2% |
| 6M | -4.6% | +10.6% | -15.2% | -5.3% |
| YTD | +0.3% | +11.4% | -11.1% | -0.5% |
| 1Y | +11.7% | +18.8% | -7.1% | +10.5% |
| All | +186.8% | +2.7% | +184.1% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling