-37.6%
GIS vs CMI
+150.2%
-187.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | -6.4% | -0.7% | -5.7% | -6.4% |
| 30D | -6.1% | -12.4% | +6.3% | -6.6% |
| 3M | +7.8% | -14.8% | +22.6% | +6.9% |
| 6M | -8.8% | +0.8% | -9.6% | -10.2% |
| YTD | -19.1% | +10.2% | -29.3% | -20.8% |
| 1Y | -24.8% | +37.4% | -62.2% | -27.6% |
| 3Y | -37.6% | +153.3% | -190.8% | -45.6% |
| All | -37.6% | +150.2% | -187.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling