-36.9%
GIS vs CF
+57.7%
-94.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | +3.6% | -3.2% | +6.7% | +3.7% |
| 30D | +13.9% | +4.3% | +9.6% | +13.7% |
| 3M | +0.3% | +2.8% | -2.5% | +0.2% |
| 6M | +5.0% | +0.6% | +4.4% | +5.0% |
| YTD | -18.4% | +56.6% | -75.0% | -21.9% |
| 1Y | -17.4% | +49.6% | -67.1% | -20.8% |
| 3Y | -36.9% | +61.5% | -98.4% | -41.4% |
| All | -36.9% | +57.7% | -94.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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