+150.9%
CI vs GIS
-17.4%
+168.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -1.3% | -4.6% | +3.3% | +0.1% |
| 30D | +6.4% | +6.6% | -0.2% | +4.3% |
| 3M | +10.7% | -8.1% | +18.8% | +13.1% |
| 6M | +5.5% | +4.9% | +0.5% | +3.1% |
| YTD | +11.4% | -21.4% | +32.7% | +18.4% |
| 1Y | +15.0% | -21.6% | +36.6% | +22.4% |
| 3Y | +9.0% | -39.3% | +48.3% | +24.6% |
| 5Y | +52.0% | -33.2% | +85.2% | +68.0% |
| 10Y | +150.9% | -17.3% | +168.2% | +157.2% |
| All | +150.9% | -17.4% | +168.3% | +157.2% |
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