+142.2%
CI vs GIS
-18.8%
+161.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -1.7% | -8.1% | +6.3% | +0.8% |
| 30D | +4.9% | +5.3% | -0.4% | +3.2% |
| 3M | +7.4% | -10.5% | +17.9% | +10.7% |
| 6M | +0.4% | +1.8% | -1.4% | -0.9% |
| YTD | +9.5% | -22.9% | +32.4% | +17.1% |
| 1Y | +12.0% | -22.9% | +34.9% | +19.7% |
| 3Y | +7.1% | -40.5% | +47.6% | +23.2% |
| 5Y | +49.3% | -34.9% | +84.2% | +66.4% |
| All | +142.2% | -18.8% | +161.0% | +150.0% |
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