+73.2%
CB vs GIS
-33.3%
+106.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.3% |
| 7D | +0.5% | -7.8% | +8.3% | +2.5% |
| 30D | -3.1% | +6.6% | -9.7% | -4.9% |
| 3M | +9.0% | +21.0% | -12.0% | +3.1% |
| 6M | +2.9% | -9.1% | +11.9% | +4.8% |
| YTD | +10.1% | -13.6% | +23.7% | +13.5% |
| 1Y | +22.8% | -18.0% | +40.8% | +28.4% |
| All | +73.2% | -33.3% | +106.5% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling