+1,346.3%
GIS vs CP
+7,870.8%
-6,524.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | +6.6% | +9.6% | -3.0% | +5.3% |
| 3M | -8.1% | +2.2% | -10.3% | -8.4% |
| 6M | +4.9% | +11.1% | -6.2% | +3.4% |
| YTD | -21.4% | +28.2% | -49.5% | -24.0% |
| 1Y | -21.6% | +32.2% | -53.8% | -24.6% |
| 3Y | -39.3% | +35.5% | -74.8% | -42.1% |
| 5Y | -33.2% | +26.8% | -60.0% | -36.2% |
| 10Y | -17.3% | +256.9% | -274.2% | -32.1% |
| All | +1,346.3% | +7,870.8% | -6,524.6% | +664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling