+1,401.2%
GIS vs CP
+7,734.8%
-6,333.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | +3.6% | +2.8% | +0.8% | +3.2% |
| 30D | +13.9% | +10.2% | +3.7% | +12.5% |
| 3M | +0.3% | +2.4% | -2.0% | 0.0% |
| 6M | +5.0% | +7.7% | -2.7% | +3.9% |
| YTD | -18.4% | +26.0% | -44.4% | -20.9% |
| 1Y | -17.4% | +34.6% | -52.1% | -20.7% |
| 3Y | -36.9% | +26.7% | -63.6% | -39.3% |
| 5Y | -30.4% | +24.9% | -55.3% | -33.4% |
| 10Y | -13.6% | +258.6% | -272.2% | -29.1% |
| All | +1,401.2% | +7,734.8% | -6,333.6% | +695.8% |
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