-22.8%
GIS vs CPB
-38.5%
+15.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.7% |
| 7D | -8.3% | -8.2% | -0.1% | -3.1% |
| 30D | +2.2% | -5.6% | +7.8% | +5.9% |
| 3M | +15.7% | +3.0% | +12.7% | +13.3% |
| 6M | -12.0% | -12.7% | +0.7% | -4.4% |
| YTD | -15.0% | -18.0% | +3.0% | -3.9% |
| 1Y | -20.1% | -31.7% | +11.6% | +1.3% |
| 3Y | -34.6% | -41.0% | +6.3% | -10.2% |
| 5Y | -22.8% | -38.4% | +15.5% | +2.4% |
| All | -22.8% | -38.5% | +15.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling