-37.4%
GIS vs CG
+44.6%
-82.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -3.1% |
| 7D | -8.4% | -9.8% | +1.4% | -8.6% |
| 30D | -5.2% | -10.3% | +5.1% | -5.4% |
| 3M | +8.2% | -1.7% | +9.8% | +8.3% |
| 6M | -12.0% | -9.8% | -2.2% | -12.1% |
| YTD | -18.9% | -25.6% | +6.7% | -19.4% |
| 1Y | -23.6% | -32.5% | +8.9% | -24.2% |
| All | -37.4% | +44.6% | -82.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling