-20.0%
GIS vs CP
+32.8%
-52.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.5% | +2.8% | -1.3% | +0.6% |
| 30D | +9.2% | +11.0% | -1.9% | +5.8% |
| 3M | -5.4% | +3.8% | -9.2% | -6.9% |
| 6M | +3.4% | +9.5% | -6.1% | +0.6% |
| YTD | -20.5% | +28.2% | -48.7% | -24.9% |
| 1Y | -20.0% | +33.0% | -52.9% | -24.7% |
| All | -20.0% | +32.8% | -52.7% | -24.7% |
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