-21.6%
GIS vs CRL
-37.1%
+15.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.5% |
| 7D | -8.3% | -0.6% | -7.7% | -8.3% |
| 30D | +2.2% | +5.0% | -2.8% | +2.0% |
| 3M | +15.7% | +50.6% | -34.9% | +14.0% |
| 6M | -12.0% | +60.9% | -72.9% | -13.5% |
| YTD | -15.0% | +40.7% | -55.7% | -16.2% |
| 1Y | -20.1% | +73.3% | -93.4% | -21.9% |
| 3Y | -34.6% | +40.6% | -75.2% | -36.6% |
| All | -21.6% | -37.1% | +15.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling