-18.0%
GIS vs CAG
-13.1%
-4.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | -7.8% | -3.8% | -4.1% | -5.2% |
| 30D | +6.6% | +3.1% | +3.4% | +4.3% |
| 3M | +21.0% | +23.5% | -2.5% | +4.5% |
| 6M | -9.1% | -14.8% | +5.8% | +0.7% |
| YTD | -13.6% | -5.4% | -8.2% | -10.5% |
| 1Y | -18.0% | -11.8% | -6.2% | -11.7% |
| All | -18.0% | -13.1% | -4.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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