+6,781.2%
CME vs GIS
+274.0%
+6,507.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | -1.6% | -7.8% | +6.3% | +1.6% |
| 30D | +6.2% | +6.6% | -0.3% | +3.4% |
| 3M | +10.4% | +21.0% | -10.5% | +1.6% |
| 6M | -9.5% | -9.1% | -0.5% | -6.9% |
| YTD | +6.0% | -13.6% | +19.6% | +10.9% |
| 1Y | +9.3% | -18.0% | +27.3% | +16.3% |
| 3Y | +57.7% | -33.7% | +91.3% | +80.0% |
| 5Y | +77.7% | -19.4% | +97.1% | +80.7% |
| 10Y | +281.2% | -21.3% | +302.5% | +278.0% |
| All | +6,781.2% | +274.0% | +6,507.2% | +2,833.3% |
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