-18.0%
GIS vs CRBG
+3.6%
-21.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -7.8% | +5.7% | -13.5% | -8.1% |
| 30D | +6.6% | +2.6% | +3.9% | +6.5% |
| 3M | +21.0% | +31.6% | -10.6% | +19.7% |
| 6M | -9.1% | +32.8% | -41.9% | -10.3% |
| YTD | -13.6% | +16.5% | -30.1% | -14.5% |
| 1Y | -18.0% | +6.1% | -24.1% | -18.4% |
| All | -18.0% | +3.6% | -21.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling