-10.0%
CRM vs GIS
-17.8%
+7.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +0.6% |
| 7D | -6.2% | +8.5% | -14.7% | -8.6% |
| 30D | -1.2% | +15.3% | -16.5% | -5.6% |
| 3M | +19.1% | +0.9% | +18.2% | +19.3% |
| 6M | +23.0% | +7.9% | +15.0% | +22.9% |
| YTD | -13.7% | -17.6% | +3.9% | -12.9% |
| 1Y | -10.0% | -17.4% | +7.4% | -9.1% |
| All | -10.0% | -17.8% | +7.8% | -9.1% |
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