+73.1%
CME vs GIS
-33.3%
+106.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +3.9% | -3.4% | +7.3% | +4.6% |
| 30D | +11.3% | +6.9% | +4.5% | +10.0% |
| 3M | +19.6% | -10.1% | +29.7% | +21.4% |
| 6M | +8.1% | +5.9% | +2.2% | +6.5% |
| YTD | +20.4% | -21.1% | +41.5% | +24.3% |
| 1Y | +16.5% | -22.5% | +39.0% | +20.6% |
| 3Y | +66.4% | -39.0% | +105.4% | +79.7% |
| All | +73.1% | -33.3% | +106.4% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling