-21.1%
GIS vs CAH
+294.8%
-315.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -6.4% | -5.1% | -1.3% | -5.5% |
| 30D | -6.1% | +0.2% | -6.3% | -6.2% |
| 3M | +7.8% | +6.3% | +1.5% | +6.6% |
| 6M | -8.8% | +9.4% | -18.2% | -10.5% |
| YTD | -19.1% | +15.0% | -34.1% | -21.6% |
| 1Y | -24.8% | +55.4% | -80.2% | -31.4% |
| 3Y | -37.6% | +173.8% | -211.4% | -49.6% |
| 5Y | -25.4% | +395.2% | -420.6% | -47.0% |
| All | -21.1% | +294.8% | -315.9% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling