+9.5%
CME vs GIS
-23.7%
+33.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | -2.4% | -8.4% | +6.0% | -1.3% |
| 30D | +6.2% | -5.2% | +11.4% | +6.9% |
| 3M | +4.4% | +8.2% | -3.8% | +3.1% |
| 6M | -9.6% | -12.0% | +2.4% | -9.1% |
| YTD | +3.8% | -18.9% | +22.7% | +4.9% |
| 1Y | +9.5% | -23.6% | +33.2% | +10.2% |
| All | +9.5% | -23.7% | +33.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling