+2,463.6%
CLS vs GIS
+398.2%
+2,065.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.6% |
| 7D | +16.3% | -3.4% | +19.6% | +16.6% |
| 30D | -25.7% | +6.9% | -32.5% | -26.4% |
| 3M | -30.9% | -10.1% | -20.7% | -30.4% |
| 6M | -35.5% | +5.9% | -41.3% | -36.7% |
| YTD | -18.7% | -21.1% | +2.4% | -17.2% |
| 1Y | -17.9% | -22.5% | +4.6% | -16.3% |
| 3Y | +838.1% | -39.0% | +877.1% | +867.8% |
| 5Y | +1,971.9% | -33.3% | +2,005.2% | +1,952.4% |
| 10Y | +1,907.9% | -17.0% | +1,924.9% | +1,725.7% |
| All | +2,463.6% | +398.2% | +2,065.4% | +1,455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling