+300.3%
CME vs GIS
-18.8%
+319.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +2.7% | -8.1% | +10.8% | +4.8% |
| 30D | +13.5% | +5.3% | +8.2% | +11.9% |
| 3M | +20.9% | -10.5% | +31.4% | +23.8% |
| 6M | +11.5% | +1.8% | +9.7% | +10.2% |
| YTD | +19.5% | -22.9% | +42.4% | +26.1% |
| 1Y | +17.2% | -22.9% | +40.2% | +23.7% |
| 3Y | +65.1% | -40.5% | +105.6% | +84.7% |
| 5Y | +73.1% | -34.9% | +108.0% | +85.5% |
| All | +300.3% | -18.8% | +319.1% | +285.5% |
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