+26.6%
CB vs GIS
-23.0%
+49.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | 0.0% | -8.1% | +8.1% | +1.7% |
| 30D | +7.4% | +5.3% | +2.1% | +6.4% |
| 3M | +8.6% | -10.5% | +19.1% | +10.1% |
| 6M | +16.1% | +1.8% | +14.3% | +14.7% |
| YTD | +20.2% | -22.9% | +43.1% | +22.1% |
| All | +26.6% | -23.0% | +49.7% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling