-21.8%
GIS vs CP
+19.4%
-41.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -8.6% | +0.6% | -9.2% | -8.7% |
| 30D | -0.5% | -0.5% | 0.0% | -0.4% |
| 3M | +11.9% | +0.1% | +11.8% | +11.8% |
| 6M | -11.6% | +7.8% | -19.4% | -13.1% |
| YTD | -16.3% | +22.9% | -39.2% | -20.2% |
| 1Y | -21.8% | +21.3% | -43.1% | -25.3% |
| All | -21.8% | +19.4% | -41.2% | -25.3% |
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 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