+53.5%
CME vs GIS
-33.5%
+87.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.9% | -8.3% | +5.4% | -1.7% |
| 30D | +5.5% | +2.2% | +3.4% | +5.2% |
| 3M | +11.0% | +15.7% | -4.7% | +8.4% |
| 6M | -9.7% | -12.0% | +2.3% | -8.5% |
| YTD | +4.9% | -15.0% | +19.8% | +6.6% |
| 1Y | +10.1% | -20.1% | +30.2% | +12.8% |
| 3Y | +53.5% | -34.6% | +88.1% | +65.1% |
| All | +53.5% | -33.5% | +87.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling