+8.7%
CL vs GIS
-18.7%
+27.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.4% |
| 7D | -2.2% | -7.8% | +5.7% | +1.1% |
| 30D | -4.8% | +6.6% | -11.4% | -7.7% |
| 3M | +4.9% | +21.0% | -16.1% | -4.5% |
| 6M | -5.7% | -9.1% | +3.4% | -1.9% |
| YTD | +14.4% | -13.6% | +28.0% | +20.5% |
| 1Y | +8.7% | -18.0% | +26.8% | +17.4% |
| All | +8.7% | -18.7% | +27.4% | +17.4% |
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