-42.6%
CCL vs GIS
-19.5%
-23.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.2% |
| 7D | -3.2% | -6.4% | +3.1% | -3.5% |
| 30D | -17.8% | -6.1% | -11.7% | -18.0% |
| 3M | -18.7% | +7.8% | -26.5% | -18.2% |
| 6M | -11.4% | -8.8% | -2.6% | -11.9% |
| YTD | -24.3% | -19.1% | -5.2% | -25.3% |
| 1Y | -28.8% | -24.8% | -4.1% | -30.1% |
| 3Y | +49.3% | -37.6% | +86.9% | +44.7% |
| 5Y | +1.6% | -25.4% | +27.0% | -1.7% |
| All | -42.6% | -19.5% | -23.1% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling