-17.4%
GIS vs CAH
+38.5%
-55.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +4.9% |
| 7D | +8.5% | +7.0% | +1.5% | +7.9% |
| 30D | +15.3% | +12.4% | +3.0% | +14.6% |
| 3M | +0.9% | +12.2% | -11.2% | +0.3% |
| 6M | +7.9% | +33.2% | -25.3% | +7.9% |
| YTD | -17.6% | +28.4% | -46.0% | -18.3% |
| 1Y | -17.4% | +35.0% | -52.4% | -18.9% |
| All | -17.4% | +38.5% | -55.9% | -18.9% |
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