+238.9%
CRM vs GIS
-19.5%
+258.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.4% | -6.4% | +1.9% | -3.4% |
| 30D | +28.1% | -6.1% | +34.2% | +29.5% |
| 3M | +48.8% | +7.8% | +41.0% | +47.6% |
| 6M | +28.3% | -8.8% | +37.0% | +29.9% |
| YTD | -6.0% | -19.1% | +13.1% | -3.4% |
| 1Y | +1.4% | -24.8% | +26.2% | +5.2% |
| 3Y | +11.8% | -37.6% | +49.4% | +17.7% |
| 5Y | -2.0% | -25.4% | +23.4% | -2.7% |
| All | +238.9% | -19.5% | +258.4% | +261.9% |
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