-16.8%
GIS vs CPB
-44.2%
+27.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.9% |
| 7D | -8.6% | -8.0% | -0.6% | -4.2% |
| 30D | -0.5% | -2.4% | +2.0% | +0.9% |
| 3M | +11.9% | +0.5% | +11.4% | +11.4% |
| 6M | -11.6% | -10.5% | -1.1% | -6.2% |
| YTD | -16.3% | -17.5% | +1.2% | -6.9% |
| 1Y | -21.8% | -31.0% | +9.3% | -3.8% |
| 3Y | -35.7% | -40.6% | +5.0% | -14.7% |
| 5Y | -22.9% | -37.7% | +14.9% | -0.4% |
| 10Y | -16.8% | -43.4% | +26.6% | +12.3% |
| All | -16.8% | -44.2% | +27.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling