+33.9%
CCL vs GIS
-33.3%
+67.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.2% |
| 7D | -1.2% | -3.4% | +2.2% | -1.4% |
| 30D | +13.1% | +6.9% | +6.2% | +13.7% |
| 3M | +3.4% | -10.1% | +13.5% | +2.4% |
| 6M | +18.7% | +5.9% | +12.9% | +19.9% |
| YTD | -2.3% | -21.1% | +18.8% | -5.5% |
| 1Y | +14.2% | -22.5% | +36.7% | +10.1% |
| 3Y | +133.6% | -39.0% | +172.6% | +115.5% |
| All | +33.9% | -33.3% | +67.2% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling