-24.8%
GIS vs CRS
+79.6%
-104.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | -6.4% | -6.8% | +0.4% | -6.9% |
| 30D | -6.1% | -16.1% | +10.0% | -7.3% |
| 3M | +7.8% | -21.2% | +29.0% | +5.8% |
| 6M | -8.8% | +8.7% | -17.5% | -9.5% |
| YTD | -19.1% | +41.0% | -60.1% | -18.6% |
| 1Y | -24.8% | +82.7% | -107.4% | -23.0% |
| All | -24.8% | +79.6% | -104.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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