+274.2%
CME vs GIS
-19.5%
+293.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -6.4% | +4.8% | 0.0% |
| 30D | +5.6% | -6.1% | +11.7% | +7.1% |
| 3M | +5.6% | +7.8% | -2.2% | +3.2% |
| 6M | -8.3% | -8.8% | +0.5% | -6.7% |
| YTD | +4.3% | -19.1% | +23.5% | +9.0% |
| 1Y | +9.1% | -24.8% | +33.8% | +15.9% |
| 3Y | +52.1% | -37.6% | +89.6% | +68.1% |
| 5Y | +79.7% | -25.4% | +105.1% | +85.5% |
| All | +274.2% | -19.5% | +293.8% | +264.3% |
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