-17.4%
GIS vs CP
+35.2%
-52.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +3.9% |
| 7D | +8.5% | +5.6% | +2.9% | +6.5% |
| 30D | +15.3% | +10.0% | +5.3% | +11.9% |
| 3M | +0.9% | +4.4% | -3.5% | -0.9% |
| 6M | +7.9% | +14.1% | -6.1% | +3.8% |
| YTD | -17.6% | +29.1% | -46.6% | -22.8% |
| 1Y | -17.4% | +34.6% | -51.9% | -23.3% |
| All | -17.4% | +35.2% | -52.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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