+86.2%
CL vs GIS
-18.8%
+105.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.8% |
| 7D | -0.8% | -8.1% | +7.3% | +2.9% |
| 30D | +9.5% | +5.3% | +4.1% | +6.9% |
| 3M | +6.6% | -10.5% | +17.2% | +11.4% |
| 6M | +13.2% | +1.8% | +11.4% | +11.3% |
| YTD | +26.9% | -22.9% | +49.8% | +40.6% |
| 1Y | +27.6% | -22.9% | +50.5% | +41.3% |
| 3Y | +39.1% | -40.5% | +79.6% | +71.2% |
| 5Y | +41.3% | -34.9% | +76.2% | +65.5% |
| All | +86.2% | -18.8% | +105.1% | +88.5% |
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