-6.2%
GIS vs CTVA
+216.1%
-222.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.3% |
| 7D | -8.3% | -2.1% | -6.2% | -8.1% |
| 30D | +2.2% | +12.0% | -9.9% | +1.0% |
| 3M | +15.7% | +13.5% | +2.2% | +14.1% |
| 6M | -12.0% | +12.1% | -24.1% | -13.2% |
| YTD | -15.0% | +29.0% | -44.0% | -17.5% |
| 1Y | -20.1% | +18.9% | -39.0% | -21.9% |
| 3Y | -34.6% | +78.9% | -113.5% | -39.0% |
| 5Y | -22.8% | +105.2% | -128.1% | -29.5% |
| All | -6.2% | +216.1% | -222.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling