+246.7%
CB vs GIS
-18.2%
+264.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +8.2% | +9.2% | -1.0% | +5.3% |
| 3M | +6.3% | -5.4% | +11.7% | +7.6% |
| 6M | +16.2% | +3.4% | +12.8% | +14.0% |
| YTD | +19.3% | -20.5% | +39.8% | +26.3% |
| 1Y | +29.2% | -20.0% | +49.2% | +36.4% |
| 3Y | +71.4% | -38.6% | +110.0% | +95.0% |
| 5Y | +104.2% | -33.1% | +137.3% | +123.3% |
| 10Y | +246.7% | -16.4% | +263.1% | +238.3% |
| All | +246.7% | -18.2% | +264.9% | +238.3% |
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