+3,542.1%
CLS vs GIS
-21.0%
+3,563.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +4.9% |
| 7D | +12.8% | -8.3% | +21.1% | +8.3% |
| 30D | +3.8% | +2.2% | +1.7% | +5.3% |
| 3M | -14.6% | +15.7% | -30.3% | -7.3% |
| 6M | +32.2% | -12.0% | +44.2% | +28.1% |
| YTD | +11.6% | -15.0% | +26.6% | +7.4% |
| 1Y | +35.1% | -20.1% | +55.2% | +28.1% |
| 3Y | +1,312.5% | -34.6% | +1,347.2% | +1,164.5% |
| 5Y | +3,542.1% | -22.8% | +3,564.9% | +2,293.8% |
| All | +3,542.1% | -21.0% | +3,563.1% | +2,293.8% |
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