-34.4%
GIS vs AA
+85.7%
-120.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.4% |
| 7D | -8.3% | +1.7% | -9.9% | -8.2% |
| 30D | +2.2% | +3.3% | -1.2% | +2.3% |
| 3M | +15.7% | -29.4% | +45.1% | +15.0% |
| 6M | -12.0% | -12.8% | +0.8% | -12.1% |
| YTD | -15.0% | -2.1% | -12.8% | -14.9% |
| 1Y | -20.1% | +62.8% | -82.9% | -19.7% |
| All | -34.4% | +85.7% | -120.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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