-5.5%
CI vs GIS
-18.7%
+13.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | +1.3% | -7.8% | +9.2% | +2.9% |
| 30D | +4.4% | +6.6% | -2.1% | +3.1% |
| 3M | +0.7% | +21.0% | -20.3% | -3.5% |
| 6M | +0.3% | -9.1% | +9.4% | +1.2% |
| YTD | +3.8% | -13.6% | +17.4% | +5.6% |
| 1Y | -5.5% | -18.0% | +12.5% | -1.6% |
| All | -5.5% | -18.7% | +13.2% | -1.6% |
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 · 6 months rolling