-17.3%
GIS vs A
+302.9%
-320.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | -10.1% | +16.7% | -26.8% | -12.4% |
| 6M | +5.9% | +54.8% | -49.0% | -1.6% |
| YTD | -21.1% | +28.8% | -49.9% | -24.7% |
| 1Y | -22.5% | +19.3% | -41.8% | -25.1% |
| 3Y | -39.0% | +65.5% | -104.5% | -45.0% |
| 5Y | -33.3% | +12.1% | -45.4% | -36.5% |
| All | -17.3% | +302.9% | -320.1% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling