-5.9%
CI vs GIS
-21.3%
+15.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -1.1% | -8.6% | +7.5% | +0.6% |
| 30D | +0.5% | -0.5% | +0.9% | +0.5% |
| 3M | -5.2% | +11.9% | -17.1% | -7.6% |
| 6M | +4.3% | -11.6% | +15.9% | +5.7% |
| YTD | +2.8% | -16.3% | +19.1% | +5.1% |
| All | -5.9% | -21.3% | +15.3% | -1.0% |
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 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