-39.0%
GIS vs CPB
-35.1%
-3.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +0.3% |
| 7D | -3.4% | -1.6% | -1.8% | -2.3% |
| 30D | +6.9% | +19.2% | -12.3% | -4.6% |
| 3M | -10.1% | -0.9% | -9.2% | -9.8% |
| 6M | +5.9% | +15.2% | -9.4% | -3.6% |
| YTD | -21.1% | -13.1% | -8.0% | -14.5% |
| 1Y | -22.5% | -22.4% | -0.1% | -10.0% |
| 3Y | -39.0% | -35.3% | -3.7% | -20.6% |
| All | -39.0% | -35.1% | -3.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling