+251.7%
CB vs GIS
-16.9%
+268.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | +2.9% | -3.4% | +6.3% | +4.0% |
| 30D | +7.3% | +6.9% | +0.4% | +5.1% |
| 3M | +9.4% | -10.1% | +19.5% | +12.4% |
| 6M | +19.6% | +5.9% | +13.8% | +16.6% |
| YTD | +21.5% | -21.1% | +42.6% | +28.8% |
| 1Y | +28.0% | -22.5% | +50.5% | +36.4% |
| 3Y | +74.9% | -39.0% | +113.9% | +99.2% |
| 5Y | +108.1% | -33.3% | +141.5% | +127.7% |
| All | +251.7% | -16.9% | +268.6% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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