+50.0%
CI vs GIS
-31.9%
+81.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +0.1% | +0.4% | -0.2% | 0.0% |
| 30D | +4.7% | +10.1% | -5.4% | +1.5% |
| 3M | +5.2% | -3.7% | +8.9% | +6.0% |
| 6M | +3.8% | +4.3% | -0.5% | +1.4% |
| YTD | +9.2% | -19.8% | +29.0% | +15.8% |
| 1Y | +14.3% | -20.5% | +34.7% | +21.5% |
| 3Y | +8.4% | -38.3% | +46.8% | +24.9% |
| 5Y | +50.0% | -32.2% | +82.2% | +57.8% |
| All | +50.0% | -31.9% | +81.9% | +57.8% |
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