+9.3%
GIS vs CFG
+360.2%
-350.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +10.1% | +3.2% | +6.9% | +9.8% |
| 3M | -3.7% | -9.7% | +6.1% | -3.1% |
| 6M | +4.3% | +3.6% | +0.6% | +4.0% |
| YTD | -19.8% | +14.7% | -34.5% | -20.6% |
| 1Y | -20.5% | +29.6% | -50.0% | -21.9% |
| 3Y | -38.3% | +190.6% | -228.9% | -43.2% |
| 5Y | -32.2% | +67.1% | -99.2% | -35.5% |
| 10Y | -18.0% | +237.0% | -255.0% | -29.0% |
| All | +9.3% | +360.2% | -350.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling