+1,767.1%
CVS vs GIS
+1,368.5%
+398.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +6.6% | -3.4% | +9.9% | +7.8% |
| 30D | -0.4% | +6.9% | -7.3% | -3.4% |
| 3M | -5.3% | -10.1% | +4.9% | -2.4% |
| 6M | -7.7% | +5.9% | -13.6% | -11.0% |
| YTD | +16.0% | -21.1% | +37.1% | +24.0% |
| 1Y | +16.2% | -22.5% | +38.7% | +24.9% |
| 3Y | +47.6% | -39.0% | +86.6% | +70.8% |
| 5Y | +12.3% | -33.3% | +45.7% | +24.0% |
| 10Y | +62.4% | -17.0% | +79.4% | +59.5% |
| All | +1,767.1% | +1,368.5% | +398.6% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling