-50.5%
CPNG vs GIS
-25.1%
-25.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.0% |
| 7D | -1.1% | -6.4% | +5.3% | -1.5% |
| 30D | -7.4% | -6.1% | -1.3% | -7.7% |
| 3M | -12.3% | +7.8% | -20.2% | -11.6% |
| 6M | -19.4% | -8.8% | -10.7% | -19.7% |
| YTD | -35.9% | -19.1% | -16.8% | -36.7% |
| 1Y | -53.4% | -24.8% | -28.6% | -54.2% |
| 3Y | -20.0% | -37.6% | +17.6% | -21.7% |
| All | -50.5% | -25.1% | -25.4% | -47.3% |
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 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