-22.9%
GIS vs A
-16.2%
-6.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.6% | -4.4% | -4.2% | -8.2% |
| 30D | -0.5% | -2.7% | +2.2% | -0.2% |
| 3M | +11.9% | +7.0% | +4.9% | +11.1% |
| 6M | -11.6% | +24.6% | -36.2% | -13.5% |
| YTD | -16.3% | +7.0% | -23.3% | -17.1% |
| 1Y | -21.8% | +15.6% | -37.3% | -23.2% |
| 3Y | -35.7% | +29.9% | -65.6% | -37.9% |
| 5Y | -22.9% | -15.4% | -7.5% | -23.5% |
| All | -22.9% | -16.2% | -6.6% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling