-18.0%
GIS vs ALL
+28.3%
-46.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.1% |
| 7D | -7.8% | 0.0% | -7.9% | -7.9% |
| 30D | +6.6% | -1.5% | +8.1% | +6.7% |
| 3M | +21.0% | +23.6% | -2.7% | +15.0% |
| 6M | -9.1% | +22.3% | -31.4% | -13.6% |
| YTD | -13.6% | +26.5% | -40.1% | -18.5% |
| 1Y | -18.0% | +27.0% | -45.0% | -22.9% |
| All | -18.0% | +28.3% | -46.3% | -22.9% |
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