-39.0%
GIS vs CRL
+97.9%
-136.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +11.9% | -5.0% | +6.3% |
| 3M | -10.1% | +20.2% | -30.3% | -10.9% |
| 6M | +5.9% | +107.5% | -101.7% | +2.7% |
| YTD | -21.1% | +69.4% | -90.5% | -23.1% |
| 1Y | -22.5% | +99.7% | -122.2% | -25.0% |
| 3Y | -39.0% | +98.8% | -137.8% | -43.5% |
| All | -39.0% | +97.9% | -136.9% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling