-17.4%
GIS vs ALL
+42.7%
-60.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.2% |
| 7D | +8.5% | +7.5% | +0.9% | +6.0% |
| 30D | +15.3% | +19.7% | -4.4% | +9.5% |
| 3M | +0.9% | +2.9% | -2.0% | -0.6% |
| 6M | +7.9% | +23.5% | -15.6% | +1.8% |
| YTD | -17.6% | +31.1% | -48.7% | -23.2% |
| 1Y | -17.4% | +40.5% | -57.8% | -26.1% |
| All | -17.4% | +42.7% | -60.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling