-18.4%
GIS vs CNP
+141.0%
-159.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.6% | +0.7% | -9.3% | -8.8% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | +11.9% | -5.6% | +17.5% | +13.5% |
| 6M | -11.6% | -7.5% | -4.1% | -9.9% |
| YTD | -16.3% | +5.5% | -21.8% | -17.6% |
| 1Y | -21.8% | +8.3% | -30.1% | -23.5% |
| 3Y | -35.7% | +51.8% | -87.4% | -42.4% |
| 5Y | -22.9% | +69.9% | -92.7% | -32.9% |
| All | -18.4% | +141.0% | -159.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling