+1,463.7%
GIS vs CAG
+594.9%
+868.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.0% |
| 7D | -8.3% | -5.3% | -3.0% | -6.4% |
| 30D | +2.2% | +1.0% | +1.2% | +1.8% |
| 3M | +15.7% | +17.4% | -1.7% | +9.2% |
| 6M | -12.0% | -16.8% | +4.8% | -5.8% |
| YTD | -15.0% | -6.8% | -8.2% | -12.6% |
| 1Y | -20.1% | -15.4% | -4.7% | -15.1% |
| 3Y | -34.6% | -37.1% | +2.5% | -22.7% |
| 5Y | -22.8% | -41.3% | +18.4% | -6.5% |
| 10Y | -18.5% | -35.5% | +17.0% | -7.1% |
| All | +1,463.7% | +594.9% | +868.8% | +624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling