+51.3%
GIS vs CG
+282.0%
-230.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.3% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | +6.9% | +11.2% | -4.3% | +6.2% |
| 3M | -10.1% | -22.1% | +12.0% | -8.9% |
| 6M | +5.9% | -17.9% | +23.8% | +6.9% |
| YTD | -21.1% | -31.3% | +10.2% | -19.7% |
| 1Y | -22.5% | -24.0% | +1.5% | -21.6% |
| 3Y | -39.0% | +45.0% | -84.0% | -41.8% |
| 5Y | -33.3% | -22.6% | -10.7% | -33.9% |
| 10Y | -17.0% | +282.1% | -299.2% | -32.6% |
| All | +51.3% | +282.0% | -230.7% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling