-22.8%
GIS vs CP
+34.0%
-56.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.3% | +2.4% | -10.7% | -8.7% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +15.7% | +1.4% | +14.3% | +15.3% |
| 6M | -12.0% | +10.3% | -22.3% | -13.5% |
| YTD | -15.0% | +24.3% | -39.3% | -18.2% |
| 1Y | -20.1% | +20.4% | -40.6% | -22.8% |
| 3Y | -34.6% | +21.8% | -56.4% | -37.6% |
| 5Y | -22.8% | +31.5% | -54.4% | -28.6% |
| All | -22.8% | +34.0% | -56.9% | -28.6% |
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