+84.9%
CL vs GIS
-18.2%
+103.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.6% | +1.5% | +1.1% | +1.9% |
| 30D | +11.8% | +9.2% | +2.6% | +7.5% |
| 3M | +5.9% | -5.4% | +11.3% | +8.0% |
| 6M | +13.3% | +3.4% | +9.9% | +10.6% |
| YTD | +27.1% | -20.5% | +47.6% | +38.9% |
| 1Y | +28.0% | -20.0% | +48.0% | +39.4% |
| 3Y | +39.4% | -38.6% | +78.0% | +69.1% |
| 5Y | +40.8% | -33.1% | +73.9% | +62.9% |
| 10Y | +84.9% | -16.4% | +101.3% | +84.4% |
| All | +84.9% | -18.2% | +103.1% | +84.4% |
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 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