-22.5%
GIS vs CP
+31.6%
-54.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -3.4% | +2.1% | -5.5% | -4.1% |
| 30D | +6.9% | +9.3% | -2.4% | +3.9% |
| 3M | -10.1% | +0.5% | -10.6% | -10.9% |
| 6M | +5.9% | +10.4% | -4.6% | +2.6% |
| YTD | -21.1% | +28.7% | -49.8% | -26.0% |
| 1Y | -22.5% | +33.2% | -55.7% | -28.0% |
| All | -22.5% | +31.6% | -54.1% | -28.0% |
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