+216.8%
CB vs GIS
-18.7%
+235.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | -0.6% | -8.3% | +7.7% | +1.9% |
| 30D | -3.9% | +2.2% | -6.1% | -4.7% |
| 3M | +4.9% | +15.7% | -10.8% | -0.1% |
| 6M | +3.3% | -12.0% | +15.2% | +6.6% |
| YTD | +8.5% | -15.0% | +23.5% | +12.9% |
| 1Y | +22.1% | -20.1% | +42.2% | +29.3% |
| 3Y | +70.1% | -34.6% | +104.7% | +90.4% |
| 5Y | +97.4% | -22.8% | +120.2% | +107.0% |
| 10Y | +216.8% | -18.5% | +235.3% | +222.4% |
| All | +216.8% | -18.7% | +235.5% | +222.4% |
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