-37.6%
GIS vs CAVA
+41.9%
-79.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | -6.4% | -8.0% | +1.7% | -6.4% |
| 30D | -6.1% | -19.6% | +13.5% | -6.1% |
| 3M | +7.8% | -36.7% | +44.5% | +7.5% |
| 6M | -8.8% | -30.6% | +21.8% | -8.9% |
| YTD | -19.1% | -4.8% | -14.3% | -18.5% |
| 1Y | -24.8% | -13.1% | -11.6% | -24.4% |
| 3Y | -37.6% | +48.8% | -86.3% | -38.9% |
| All | -37.6% | +41.9% | -79.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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