+35.4%
CVS vs GIS
-18.7%
+54.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +4.0% | -7.8% | +11.8% | +5.1% |
| 30D | -2.4% | +6.6% | -9.0% | -3.2% |
| 3M | +2.7% | +21.0% | -18.3% | +0.4% |
| 6M | +21.9% | -9.1% | +30.9% | +21.8% |
| YTD | +24.7% | -13.6% | +38.4% | +25.0% |
| 1Y | +35.4% | -18.0% | +53.5% | +37.8% |
| All | +35.4% | -18.7% | +54.1% | +37.8% |
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