-37.4%
GIS vs CRS
+620.4%
-657.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -3.2% |
| 7D | -8.4% | -4.1% | -4.3% | -8.7% |
| 30D | -5.2% | -16.6% | +11.4% | -6.3% |
| 3M | +8.2% | -14.3% | +22.4% | +7.0% |
| 6M | -12.0% | +11.6% | -23.6% | -11.5% |
| YTD | -18.9% | +42.6% | -61.5% | -17.0% |
| 1Y | -23.6% | +81.8% | -105.4% | -20.4% |
| All | -37.4% | +620.4% | -657.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling