-32.5%
CBRS vs GIS
+15.1%
-47.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.5% | +12.8% | +8.4% |
| 7D | +17.3% | -7.8% | +25.1% | +11.2% |
| 30D | -2.0% | +6.6% | -8.6% | +1.0% |
| 3M | -2.5% | +21.0% | -23.5% | -3.7% |
| All | -32.5% | +15.1% | -47.6% | -32.6% |
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