-35.4%
GIS vs CTAS
+66.0%
-101.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.6% | +1.0% | -9.6% | -8.9% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | +11.9% | +11.5% | +0.4% | +9.1% |
| 6M | -11.6% | +0.2% | -11.8% | -12.1% |
| YTD | -16.3% | +7.2% | -23.5% | -17.8% |
| 1Y | -21.8% | 0.0% | -21.7% | -22.3% |
| All | -35.4% | +66.0% | -101.4% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling