-16.8%
GIS vs CFG
+308.1%
-324.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.6% |
| 30D | -0.5% | -4.5% | +4.1% | -0.2% |
| 3M | +11.9% | +6.3% | +5.6% | +11.5% |
| 6M | -11.6% | +20.6% | -32.2% | -12.6% |
| YTD | -16.3% | +21.2% | -37.6% | -17.3% |
| 1Y | -21.8% | +38.2% | -59.9% | -23.3% |
| 3Y | -35.7% | +185.9% | -221.6% | -40.1% |
| 5Y | -22.9% | +97.0% | -119.9% | -27.0% |
| 10Y | -16.8% | +306.8% | -323.6% | -23.1% |
| All | -16.8% | +308.1% | -324.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling