-25.7%
GIS vs CMI
+164.8%
-190.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -6.4% | -0.7% | -5.7% | -6.4% |
| 30D | -6.1% | -12.4% | +6.3% | -6.0% |
| 3M | +7.8% | -14.8% | +22.6% | +7.8% |
| 6M | -8.8% | +0.8% | -9.6% | -10.0% |
| YTD | -19.1% | +10.2% | -29.3% | -20.9% |
| 1Y | -24.8% | +37.4% | -62.2% | -28.0% |
| 3Y | -37.6% | +153.3% | -190.8% | -45.1% |
| All | -25.7% | +164.8% | -190.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling