+17.7%
GIS vs CFG
+396.4%
-378.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -7.8% | +1.5% | -9.4% | -7.9% |
| 30D | +6.6% | -3.8% | +10.4% | +6.8% |
| 3M | +21.0% | +11.5% | +9.5% | +20.1% |
| 6M | -9.1% | +19.2% | -28.3% | -10.1% |
| YTD | -13.6% | +23.7% | -37.3% | -14.9% |
| 1Y | -18.0% | +38.8% | -56.9% | -19.9% |
| 3Y | -33.7% | +178.9% | -212.6% | -38.7% |
| 5Y | -19.4% | +101.8% | -121.2% | -24.4% |
| 10Y | -21.3% | +317.3% | -338.5% | -33.4% |
| All | +17.7% | +396.4% | -378.7% | -2.3% |
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