-22.9%
GIS vs CRL
+97.0%
-119.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -8.1% | +8.9% | -16.9% | -7.8% |
| 30D | +5.3% | +14.0% | -8.7% | +4.8% |
| 3M | -10.5% | +19.8% | -30.4% | -11.1% |
| 6M | +1.8% | +102.0% | -100.2% | -0.6% |
| YTD | -22.9% | +70.8% | -93.8% | -25.8% |
| 1Y | -22.9% | +98.7% | -121.7% | -26.5% |
| All | -22.9% | +97.0% | -119.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling