-18.0%
GIS vs CF
+227.0%
-245.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.4% |
| 7D | -7.8% | +6.0% | -13.9% | -8.0% |
| 30D | +6.6% | +14.8% | -8.3% | +6.1% |
| 3M | +21.0% | +14.1% | +6.9% | +20.4% |
| 6M | -9.1% | +28.5% | -37.6% | -10.4% |
| YTD | -13.6% | +74.9% | -88.6% | -16.4% |
| 1Y | -18.0% | +61.7% | -79.7% | -20.4% |
| 3Y | -33.7% | +80.3% | -114.0% | -36.3% |
| All | -18.0% | +227.0% | -245.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling