-46.8%
CPNG vs GIS
-18.7%
-28.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.6% |
| 7D | -7.4% | -7.8% | +0.4% | -8.1% |
| 30D | -4.4% | +6.6% | -11.0% | -3.3% |
| 3M | -7.5% | +21.0% | -28.5% | -4.6% |
| 6M | -19.9% | -9.1% | -10.9% | -21.2% |
| YTD | -35.2% | -13.6% | -21.6% | -36.9% |
| 1Y | -46.8% | -18.0% | -28.8% | -48.7% |
| All | -46.8% | -18.7% | -28.1% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling