-18.0%
GIS vs CAI
-31.3%
+13.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | -2.2% | -5.7% | -7.8% |
| 30D | +6.6% | +52.4% | -45.8% | +4.8% |
| 3M | +21.0% | +45.1% | -24.1% | +19.2% |
| 6M | -9.1% | +26.2% | -35.3% | -10.6% |
| YTD | -13.6% | -7.1% | -6.5% | -15.5% |
| 1Y | -18.0% | -31.0% | +13.0% | -20.5% |
| All | -18.0% | -31.3% | +13.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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