-20.8%
GIS vs A
+247.2%
-268.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -8.4% | -4.6% | -3.8% | -7.7% |
| 30D | -5.2% | -4.3% | -0.9% | -4.6% |
| 3M | +8.2% | +8.9% | -0.8% | +6.7% |
| 6M | -12.0% | +24.5% | -36.5% | -15.3% |
| YTD | -18.9% | +5.8% | -24.7% | -20.0% |
| 1Y | -23.6% | +16.2% | -39.9% | -26.0% |
| 3Y | -37.6% | +28.5% | -66.1% | -41.4% |
| 5Y | -25.2% | -16.3% | -8.9% | -24.8% |
| All | -20.8% | +247.2% | -268.0% | -40.2% |
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