+76.1%
CME vs GIS
-23.6%
+99.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.6% | -8.6% | +8.0% | +0.8% |
| 30D | +4.7% | -0.5% | +5.1% | +4.7% |
| 3M | +7.8% | +11.9% | -4.1% | +5.5% |
| 6M | -11.0% | -11.6% | +0.6% | -9.5% |
| YTD | +4.0% | -16.3% | +20.3% | +6.6% |
| 1Y | +9.1% | -21.8% | +30.9% | +13.0% |
| 3Y | +52.3% | -35.7% | +87.9% | +63.3% |
| 5Y | +76.1% | -22.9% | +99.0% | +74.1% |
| All | +76.1% | -23.6% | +99.7% | +74.1% |
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 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