-17.4%
GIS vs A
+24.4%
-41.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.2% |
| 7D | +8.5% | -2.4% | +10.8% | +8.6% |
| 30D | +15.3% | +3.6% | +11.7% | +15.0% |
| 3M | +0.9% | +27.5% | -26.5% | -1.0% |
| 6M | +7.9% | +58.5% | -50.5% | +4.7% |
| YTD | -17.6% | +31.2% | -48.8% | -20.8% |
| 1Y | -17.4% | +22.2% | -39.6% | -20.8% |
| All | -17.4% | +24.4% | -41.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling