+103.2%
CB vs GIS
-30.4%
+133.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | +0.2% | +3.6% | -3.3% | -0.7% |
| 30D | +9.1% | +13.9% | -4.8% | +5.2% |
| 3M | +3.4% | +0.3% | +3.1% | +2.8% |
| 6M | +14.1% | +5.0% | +9.1% | +11.6% |
| YTD | +18.0% | -18.4% | +36.4% | +23.4% |
| 1Y | +30.1% | -17.4% | +47.6% | +35.5% |
| 3Y | +71.8% | -36.9% | +108.7% | +92.9% |
| All | +103.2% | -30.4% | +133.6% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling