-33.1%
GIS vs CNP
+76.5%
-109.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +1.5% | -3.0% | +4.6% | +2.5% |
| 30D | +9.2% | +6.8% | +2.4% | +6.5% |
| 3M | -5.4% | +3.6% | -9.0% | -6.8% |
| 6M | +3.4% | 0.0% | +3.4% | +3.1% |
| YTD | -20.5% | +9.4% | -29.9% | -23.3% |
| 1Y | -20.0% | +6.8% | -26.8% | -22.2% |
| 3Y | -38.6% | +64.2% | -102.8% | -49.2% |
| 5Y | -33.1% | +76.0% | -109.1% | -47.5% |
| All | -33.1% | +76.5% | -109.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling