-17.3%
GIS vs CP
+257.3%
-274.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -3.4% | +2.1% | -5.5% | -3.7% |
| 30D | +6.9% | +9.3% | -2.4% | +5.3% |
| 3M | -10.1% | +0.5% | -10.6% | -10.2% |
| 6M | +5.9% | +10.4% | -4.6% | +4.1% |
| YTD | -21.1% | +28.7% | -49.8% | -24.5% |
| 1Y | -22.5% | +33.2% | -55.7% | -26.2% |
| 3Y | -39.0% | +38.4% | -77.4% | -42.8% |
| 5Y | -33.3% | +26.2% | -59.5% | -37.2% |
| All | -17.3% | +257.3% | -274.6% | -34.3% |
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 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