-18.0%
GIS vs CMI
+45.0%
-63.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -1.9% |
| 7D | -7.8% | -0.7% | -7.1% | -8.0% |
| 30D | +6.6% | -13.4% | +20.0% | +3.6% |
| 3M | +21.0% | -17.0% | +38.0% | +17.0% |
| 6M | -9.1% | -1.6% | -7.4% | -10.6% |
| YTD | -13.6% | +11.0% | -24.6% | -12.0% |
| 1Y | -18.0% | +41.9% | -59.9% | -13.5% |
| All | -18.0% | +45.0% | -63.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling