-3.1%
CMG vs GIS
-25.1%
+22.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | -6.4% | +4.3% | -1.6% |
| 30D | +10.9% | -6.1% | +17.0% | +11.5% |
| 3M | +15.8% | +7.8% | +8.0% | +15.2% |
| 6M | +6.9% | -8.8% | +15.7% | +6.8% |
| YTD | -2.2% | -19.1% | +17.0% | -2.3% |
| 1Y | -7.1% | -24.8% | +17.7% | -7.1% |
| 3Y | -7.1% | -37.6% | +30.4% | -7.9% |
| All | -3.1% | -25.1% | +22.0% | -8.8% |
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