+363.5%
GIS vs CRL
+1,379.5%
-1,016.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.8% |
| 30D | +6.6% | +10.7% | -4.1% | +5.6% |
| 3M | +21.0% | +55.3% | -34.3% | +16.0% |
| 6M | -9.1% | +60.7% | -69.7% | -13.3% |
| YTD | -13.6% | +44.6% | -58.2% | -17.0% |
| 1Y | -18.0% | +77.7% | -95.8% | -22.9% |
| 3Y | -33.7% | +37.6% | -71.3% | -37.4% |
| 5Y | -19.4% | -35.8% | +16.4% | -18.9% |
| 10Y | -21.3% | +241.7% | -263.0% | -35.8% |
| All | +363.5% | +1,379.5% | -1,016.0% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling