-25.2%
GIS vs CTVA
+102.0%
-127.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -8.4% | -4.7% | -3.7% | -7.9% |
| 30D | -5.2% | +11.1% | -16.3% | -6.3% |
| 3M | +8.2% | +13.7% | -5.5% | +6.6% |
| 6M | -12.0% | +11.2% | -23.2% | -13.3% |
| YTD | -18.9% | +26.9% | -45.8% | -21.4% |
| 1Y | -23.6% | +18.8% | -42.4% | -25.4% |
| 3Y | -37.6% | +75.9% | -113.6% | -42.0% |
| 5Y | -25.2% | +105.2% | -130.4% | -32.1% |
| All | -25.2% | +102.0% | -127.2% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling