+1,387.3%
GIS vs CAH
+14,302.1%
-12,914.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -6.4% | -5.1% | -1.3% | -5.6% |
| 30D | -6.1% | +0.2% | -6.3% | -6.2% |
| 3M | +7.8% | +6.3% | +1.5% | +6.7% |
| 6M | -8.8% | +9.4% | -18.2% | -10.3% |
| YTD | -19.1% | +15.0% | -34.1% | -21.3% |
| 1Y | -24.8% | +55.4% | -80.2% | -30.4% |
| 3Y | -37.6% | +173.8% | -211.4% | -47.7% |
| 5Y | -25.4% | +395.2% | -420.6% | -43.5% |
| 10Y | -19.6% | +293.2% | -312.8% | -39.3% |
| All | +1,387.3% | +14,302.1% | -12,914.8% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling