-22.9%
GIS vs CTAS
+110.0%
-132.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.6% | +1.0% | -9.6% | -8.8% |
| 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% | -11.9% |
| YTD | -16.3% | +7.2% | -23.5% | -17.8% |
| 1Y | -21.8% | 0.0% | -21.7% | -22.1% |
| 3Y | -35.7% | +65.9% | -101.6% | -42.7% |
| 5Y | -22.9% | +109.6% | -132.4% | -36.7% |
| All | -22.9% | +110.0% | -132.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling