+1,488.6%
GIS vs CPB
+325.7%
+1,162.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.0% |
| 7D | -7.8% | -8.6% | +0.7% | -4.2% |
| 30D | +6.6% | -7.2% | +13.8% | +10.0% |
| 3M | +21.0% | +0.9% | +20.1% | +20.6% |
| 6M | -9.1% | -11.8% | +2.7% | -4.2% |
| YTD | -13.6% | -19.4% | +5.8% | -5.4% |
| 1Y | -18.0% | -30.4% | +12.4% | -4.6% |
| 3Y | -33.7% | -40.2% | +6.5% | -18.0% |
| 5Y | -19.4% | -39.5% | +20.1% | -0.7% |
| 10Y | -21.3% | -47.4% | +26.1% | +0.3% |
| All | +1,488.6% | +325.7% | +1,162.8% | +675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling