-0.8%
CRM vs GIS
-25.1%
+24.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.4% | -6.4% | +1.9% | -4.0% |
| 30D | +28.1% | -6.1% | +34.2% | +28.8% |
| 3M | +48.8% | +7.8% | +41.0% | +49.5% |
| 6M | +28.3% | -8.8% | +37.0% | +28.2% |
| YTD | -6.0% | -19.1% | +13.1% | -6.3% |
| 1Y | +1.4% | -24.8% | +26.2% | +1.0% |
| 3Y | +11.8% | -37.6% | +49.4% | +10.0% |
| All | -0.8% | -25.1% | +24.2% | -8.7% |
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