-22.8%
GIS vs CFG
+100.9%
-123.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -8.3% | +2.7% | -11.0% | -8.4% |
| 30D | +2.2% | -3.7% | +5.9% | +2.4% |
| 3M | +15.7% | +9.5% | +6.2% | +15.2% |
| 6M | -12.0% | +22.2% | -34.2% | -12.8% |
| YTD | -15.0% | +22.3% | -37.3% | -15.9% |
| 1Y | -20.1% | +39.4% | -59.6% | -21.6% |
| 3Y | -34.6% | +188.5% | -223.1% | -39.1% |
| 5Y | -22.8% | +101.5% | -124.4% | -26.5% |
| All | -22.8% | +100.9% | -123.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling