-20.8%
GIS vs CP
+230.5%
-251.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.8% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | -5.2% | -3.4% | -1.8% | -4.7% |
| 3M | +8.2% | -0.6% | +8.8% | +8.2% |
| 6M | -12.0% | +6.3% | -18.3% | -13.0% |
| YTD | -18.9% | +21.2% | -40.0% | -21.5% |
| 1Y | -23.6% | +20.0% | -43.6% | -26.1% |
| 3Y | -37.6% | +18.7% | -56.3% | -40.0% |
| 5Y | -25.2% | +34.8% | -60.0% | -30.2% |
| All | -20.8% | +230.5% | -251.4% | -37.5% |
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