-27.0%
GIS vs CAI
-11.0%
-16.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -8.4% | -5.1% | -3.4% | -8.2% |
| 30D | -5.2% | +3.9% | -9.1% | -5.6% |
| 3M | +8.2% | +40.1% | -31.9% | +6.4% |
| 6M | -12.0% | +29.7% | -41.7% | -13.3% |
| YTD | -18.9% | -10.9% | -8.0% | -19.7% |
| 1Y | -23.6% | -28.0% | +4.4% | -23.8% |
| All | -27.0% | -11.0% | -16.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling