-10.8%
GIS vs CTVA
+208.7%
-219.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -6.4% | -4.5% | -1.9% | -5.9% |
| 30D | -6.1% | +11.3% | -17.4% | -7.1% |
| 3M | +7.8% | +12.3% | -4.5% | +6.5% |
| 6M | -8.8% | +7.2% | -16.0% | -9.6% |
| YTD | -19.1% | +26.0% | -45.1% | -21.3% |
| 1Y | -24.8% | +16.0% | -40.8% | -26.2% |
| 3Y | -37.6% | +73.9% | -111.5% | -41.6% |
| 5Y | -25.4% | +103.8% | -129.2% | -31.7% |
| All | -10.8% | +208.7% | -219.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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