+31.7%
CVS vs GIS
-23.9%
+55.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.3% |
| 7D | -2.0% | -8.4% | +6.4% | -0.9% |
| 30D | +1.9% | -5.2% | +7.1% | +2.6% |
| 3M | -2.2% | +8.2% | -10.4% | -3.1% |
| 6M | +26.7% | -12.0% | +38.7% | +27.2% |
| YTD | +22.9% | -18.9% | +41.8% | +23.9% |
| All | +31.7% | -23.9% | +55.6% | +36.0% |
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