+7,100.1%
CB vs GIS
+604.4%
+6,495.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +6.5% | +10.1% | -3.6% | +2.4% |
| 3M | +4.1% | -3.7% | +7.7% | +5.0% |
| 6M | +14.4% | +4.3% | +10.1% | +11.3% |
| YTD | +17.5% | -19.8% | +37.3% | +26.0% |
| 1Y | +27.5% | -20.5% | +48.0% | +37.1% |
| 3Y | +71.6% | -38.3% | +109.9% | +101.7% |
| 5Y | +100.6% | -32.2% | +132.8% | +123.1% |
| 10Y | +243.0% | -18.0% | +261.0% | +237.6% |
| All | +7,100.1% | +604.4% | +6,495.7% | +3,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling