-21.1%
GIS vs CTAS
+687.6%
-708.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | -6.1% | -0.7% | -5.4% | -6.0% |
| 3M | +7.8% | +11.1% | -3.2% | +5.7% |
| 6M | -8.8% | +2.1% | -10.9% | -9.3% |
| YTD | -19.1% | +8.0% | -27.1% | -20.4% |
| 1Y | -24.8% | -0.5% | -24.3% | -24.9% |
| 3Y | -37.6% | +66.2% | -103.8% | -43.4% |
| 5Y | -25.4% | +109.2% | -134.6% | -35.5% |
| All | -21.1% | +687.6% | -708.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling