-70.5%
CBRS vs GIS
+9.9%
-80.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.2% | -11.3% | -2.7% |
| 7D | -18.4% | +8.5% | -26.9% | -13.6% |
| 30D | -49.4% | +15.3% | -64.7% | -44.1% |
| 3M | -59.6% | +0.9% | -60.5% | -59.4% |
| All | -70.5% | +9.9% | -80.3% | -71.2% |
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 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 · Available span rolling