-37.4%
GIS vs CAH
+178.5%
-215.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.9% |
| 7D | -8.4% | -5.1% | -3.3% | -7.9% |
| 30D | -5.2% | -1.8% | -3.4% | -5.0% |
| 3M | +8.2% | +9.4% | -1.2% | +7.2% |
| 6M | -12.0% | +9.2% | -21.3% | -12.7% |
| YTD | -18.9% | +15.7% | -34.5% | -20.2% |
| 1Y | -23.6% | +59.7% | -83.4% | -28.3% |
| All | -37.4% | +178.5% | -215.9% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling