+8.4%
GIS vs CFG
+358.2%
-349.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +9.2% | +2.8% | +6.4% | +9.0% |
| 3M | -5.4% | -10.1% | +4.7% | -4.8% |
| 6M | +3.4% | +3.2% | +0.2% | +3.2% |
| YTD | -20.5% | +14.2% | -34.6% | -21.2% |
| 1Y | -20.0% | +27.4% | -47.4% | -21.3% |
| 3Y | -38.6% | +187.6% | -226.2% | -43.4% |
| 5Y | -33.1% | +65.7% | -98.8% | -36.3% |
| 10Y | -16.4% | +219.7% | -236.1% | -27.2% |
| All | +8.4% | +358.2% | -349.8% | -9.6% |
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