-16.4%
GIS vs CP
+255.2%
-271.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +1.5% | +2.8% | -1.3% | +1.0% |
| 30D | +9.2% | +11.0% | -1.9% | +7.3% |
| 3M | -5.4% | +3.8% | -9.2% | -6.0% |
| 6M | +3.4% | +9.5% | -6.1% | +1.8% |
| YTD | -20.5% | +28.2% | -48.7% | -23.8% |
| 1Y | -20.0% | +33.0% | -52.9% | -23.8% |
| 3Y | -38.6% | +35.5% | -74.1% | -42.2% |
| 5Y | -33.1% | +25.8% | -58.9% | -36.9% |
| 10Y | -16.4% | +250.7% | -267.1% | -33.9% |
| All | -16.4% | +255.2% | -271.6% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling