+2,089.9%
CLS vs GIS
-34.7%
+2,124.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +3.4% |
| 7D | +23.5% | -8.1% | +31.6% | +17.8% |
| 30D | -28.9% | +5.3% | -34.2% | -25.7% |
| 3M | -25.2% | -10.5% | -14.6% | -27.8% |
| 6M | -32.1% | +1.8% | -33.9% | -28.9% |
| YTD | -14.1% | -22.9% | +8.9% | -20.6% |
| 1Y | -24.1% | -22.9% | -1.1% | -29.5% |
| 3Y | +897.0% | -40.5% | +937.5% | +750.9% |
| 5Y | +2,089.9% | -34.9% | +2,124.8% | +1,599.4% |
| All | +2,089.9% | -34.7% | +2,124.6% | +1,599.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling