-25.7%
GIS vs CRS
+1,363.4%
-1,389.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -6.4% | -6.8% | +0.4% | -6.6% |
| 30D | -6.1% | -16.1% | +10.0% | -6.5% |
| 3M | +7.8% | -21.2% | +29.0% | +7.2% |
| 6M | -8.8% | +8.7% | -17.5% | -8.8% |
| YTD | -19.1% | +41.0% | -60.1% | -18.7% |
| 1Y | -24.8% | +82.7% | -107.4% | -24.0% |
| 3Y | -37.6% | +604.8% | -642.3% | -38.2% |
| All | -25.7% | +1,363.4% | -1,389.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling