-34.6%
GIS vs A
+29.5%
-64.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -8.3% | -2.1% | -6.2% | -8.1% |
| 30D | +2.2% | +0.6% | +1.6% | +2.0% |
| 3M | +15.7% | +10.9% | +4.8% | +14.3% |
| 6M | -12.0% | +28.2% | -40.1% | -14.6% |
| YTD | -15.0% | +8.6% | -23.5% | -16.1% |
| 1Y | -20.1% | +15.5% | -35.7% | -22.1% |
| 3Y | -34.6% | +31.8% | -66.4% | -37.3% |
| All | -34.6% | +29.5% | -64.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling