+6,646.7%
CB vs GIS
+658.8%
+5,987.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.9% |
| 7D | +0.5% | -7.8% | +8.3% | +3.7% |
| 30D | -3.1% | +6.6% | -9.7% | -5.8% |
| 3M | +9.0% | +21.0% | -12.0% | +0.4% |
| 6M | +2.9% | -9.1% | +11.9% | +5.8% |
| YTD | +10.1% | -13.6% | +23.7% | +15.1% |
| 1Y | +22.8% | -18.0% | +40.8% | +30.7% |
| 3Y | +73.8% | -33.7% | +107.5% | +99.0% |
| 5Y | +99.2% | -19.4% | +118.6% | +107.0% |
| 10Y | +218.2% | -21.3% | +239.5% | +221.2% |
| All | +6,646.7% | +658.8% | +5,987.8% | +3,055.4% |
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 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