+7.1%
CRM vs GIS
-18.7%
+25.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.3% |
| 7D | +1.3% | -7.8% | +9.1% | +3.6% |
| 30D | +34.3% | +6.6% | +27.8% | +32.6% |
| 3M | +37.7% | +21.0% | +16.7% | +36.2% |
| 6M | +34.9% | -9.1% | +44.0% | +32.1% |
| YTD | -1.6% | -13.6% | +12.0% | -2.7% |
| 1Y | +7.1% | -18.0% | +25.2% | +5.2% |
| All | +7.1% | -18.7% | +25.8% | +5.2% |
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