-30.4%
GIS vs CP
+24.4%
-54.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | +3.6% | +2.8% | +0.8% | +3.0% |
| 30D | +13.9% | +10.2% | +3.7% | +12.0% |
| 3M | +0.3% | +2.4% | -2.0% | -0.1% |
| 6M | +5.0% | +7.7% | -2.7% | +3.6% |
| YTD | -18.4% | +26.0% | -44.4% | -21.6% |
| 1Y | -17.4% | +34.6% | -52.1% | -21.6% |
| 3Y | -36.9% | +26.7% | -63.6% | -40.2% |
| All | -30.4% | +24.4% | -54.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling