-25.2%
GIS vs CAG
-42.8%
+17.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.2% |
| 7D | -8.4% | -5.9% | -2.5% | -4.4% |
| 30D | -5.2% | -1.5% | -3.7% | -4.1% |
| 3M | +8.2% | +11.5% | -3.3% | +0.5% |
| 6M | -12.0% | -15.7% | +3.7% | -1.5% |
| YTD | -18.9% | -10.2% | -8.7% | -13.0% |
| 1Y | -23.6% | -18.1% | -5.6% | -13.1% |
| 3Y | -37.6% | -39.4% | +1.8% | -13.9% |
| 5Y | -25.2% | -42.6% | +17.4% | +6.9% |
| All | -25.2% | -42.8% | +17.6% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling