+41.0%
CVS vs GIS
-19.3%
+60.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.9% |
| 7D | -2.0% | -8.4% | +6.4% | +0.7% |
| 30D | +1.9% | -5.2% | +7.1% | +3.5% |
| 3M | -2.2% | +8.2% | -10.4% | -5.1% |
| 6M | +26.7% | -12.0% | +38.7% | +31.1% |
| YTD | +22.9% | -18.9% | +41.8% | +30.0% |
| 1Y | +32.9% | -23.6% | +56.5% | +43.2% |
| 3Y | +62.3% | -37.6% | +99.9% | +84.8% |
| 5Y | +34.2% | -25.2% | +59.4% | +40.3% |
| All | +41.0% | -19.3% | +60.3% | +33.8% |
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 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