+49.0%
CCL vs GIS
-35.3%
+84.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -4.4% | -8.6% | +4.2% | -4.8% |
| 30D | -18.2% | -0.5% | -17.7% | -18.2% |
| 3M | -17.7% | +11.9% | -29.6% | -16.8% |
| 6M | -13.0% | -11.6% | -1.4% | -14.8% |
| YTD | -24.5% | -16.3% | -8.2% | -26.5% |
| 1Y | -26.9% | -21.8% | -5.2% | -29.7% |
| All | +49.0% | -35.3% | +84.3% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling