+7,654.3%
CME vs GIS
+233.6%
+7,420.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | +2.7% | -8.1% | +10.8% | +6.0% |
| 30D | +13.5% | +5.3% | +8.2% | +11.0% |
| 3M | +20.9% | -10.5% | +31.4% | +25.5% |
| 6M | +11.5% | +1.8% | +9.7% | +9.3% |
| YTD | +19.5% | -22.9% | +42.4% | +30.1% |
| 1Y | +17.2% | -22.9% | +40.2% | +27.5% |
| 3Y | +65.1% | -40.5% | +105.6% | +96.1% |
| 5Y | +73.1% | -34.9% | +108.0% | +92.5% |
| 10Y | +305.3% | -19.0% | +324.3% | +285.9% |
| All | +7,654.3% | +233.6% | +7,420.7% | +3,342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling