-18.0%
GIS vs CAH
+65.8%
-83.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -7.8% | +5.4% | -13.2% | -8.2% |
| 30D | +6.6% | +3.3% | +3.2% | +6.3% |
| 3M | +21.0% | +22.8% | -1.8% | +19.5% |
| 6M | -9.1% | +11.3% | -20.3% | -9.4% |
| YTD | -13.6% | +21.1% | -34.8% | -14.9% |
| 1Y | -18.0% | +67.2% | -85.3% | -25.7% |
| All | -18.0% | +65.8% | -83.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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