-33.8%
GIS vs CF
+114.1%
-147.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +4.8% | -8.1% | -3.5% |
| 30D | +6.9% | +4.7% | +2.2% | +6.7% |
| 3M | -10.1% | +7.4% | -17.5% | -10.4% |
| 6M | +5.9% | +0.6% | +5.3% | +5.8% |
| YTD | -21.1% | +64.1% | -85.2% | -23.6% |
| 1Y | -22.5% | +51.4% | -73.9% | -24.6% |
| 3Y | -39.0% | +67.8% | -106.8% | -41.4% |
| All | -33.8% | +114.1% | -147.9% | -36.7% |
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