-29.6%
CLS vs GIS
-17.8%
-11.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.2% | -4.6% |
| 7D | -21.1% | +8.5% | -29.6% | -14.9% |
| 30D | -38.2% | +15.3% | -53.5% | -29.2% |
| 3M | -36.3% | +0.9% | -37.2% | -33.9% |
| 6M | -43.8% | +7.9% | -51.7% | -36.5% |
| YTD | -20.0% | -17.6% | -2.4% | -31.0% |
| 1Y | -29.6% | -17.4% | -12.2% | -37.7% |
| All | -29.6% | -17.8% | -11.8% | -37.7% |
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