+3,154.0%
CLS vs GIS
-19.5%
+3,173.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.5% |
| 7D | +10.9% | -6.4% | +17.3% | +10.0% |
| 30D | +2.1% | -6.1% | +8.2% | +1.3% |
| 3M | -10.2% | +7.8% | -18.0% | -9.3% |
| 6M | +30.4% | -8.8% | +39.2% | +30.3% |
| YTD | +17.2% | -19.1% | +36.4% | +16.3% |
| 1Y | +41.0% | -24.8% | +65.8% | +39.8% |
| 3Y | +1,338.0% | -37.6% | +1,375.5% | +1,307.7% |
| 5Y | +3,860.6% | -25.4% | +3,886.0% | +3,563.8% |
| All | +3,154.0% | -19.5% | +3,173.5% | +3,038.0% |
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