+224.6%
GIS vs CF
+5,948.3%
-5,723.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.3% |
| 7D | -7.8% | +6.0% | -13.9% | -8.2% |
| 30D | +6.6% | +14.8% | -8.3% | +5.6% |
| 3M | +21.0% | +14.1% | +6.9% | +19.8% |
| 6M | -9.1% | +28.5% | -37.6% | -11.0% |
| YTD | -13.6% | +74.9% | -88.6% | -17.3% |
| 1Y | -18.0% | +61.7% | -79.7% | -21.1% |
| 3Y | -33.7% | +80.3% | -114.0% | -37.0% |
| 5Y | -19.4% | +226.0% | -245.4% | -27.5% |
| 10Y | -21.3% | +569.9% | -591.1% | -34.9% |
| All | +224.6% | +5,948.3% | -5,723.7% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling