-21.1%
GIS vs CRL
+256.1%
-277.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -6.4% | -3.5% | -2.8% | -6.1% |
| 30D | -6.1% | -2.1% | -4.0% | -6.0% |
| 3M | +7.8% | +48.0% | -40.1% | +4.9% |
| 6M | -8.8% | +64.7% | -73.5% | -12.1% |
| YTD | -19.1% | +39.5% | -58.6% | -21.4% |
| 1Y | -24.8% | +74.2% | -99.0% | -28.1% |
| 3Y | -37.6% | +39.4% | -76.9% | -40.5% |
| 5Y | -25.4% | -36.9% | +11.5% | -23.5% |
| All | -21.1% | +256.1% | -277.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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