-69.3%
CPNG vs GIS
-24.0%
-45.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.0% |
| 7D | -1.1% | -6.4% | +5.3% | -1.7% |
| 30D | -7.4% | -6.1% | -1.3% | -7.8% |
| 3M | -12.3% | +7.8% | -20.2% | -11.4% |
| 6M | -19.4% | -8.8% | -10.7% | -19.9% |
| YTD | -35.9% | -19.1% | -16.8% | -37.1% |
| 1Y | -53.4% | -24.8% | -28.6% | -54.6% |
| 3Y | -20.0% | -37.6% | +17.6% | -22.9% |
| 5Y | -49.6% | -25.4% | -24.1% | -45.2% |
| All | -69.3% | -24.0% | -45.3% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling