-17.4%
GIS vs CAI
+12.6%
-29.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.2% |
| 7D | +8.5% | -6.3% | +14.8% | +8.7% |
| 30D | +15.3% | +9.3% | +6.0% | +14.7% |
| 3M | +0.9% | +106.3% | -105.4% | -2.8% |
| 6M | +7.9% | +77.7% | -69.8% | +4.5% |
| YTD | -17.6% | +23.1% | -40.7% | -20.2% |
| 1Y | -17.4% | +6.5% | -23.9% | -19.6% |
| All | -17.4% | +12.6% | -29.9% | -19.6% |
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