-19.2%
GIS vs ALL
+376.2%
-395.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +5.3% | +12.8% | -7.5% | +2.1% |
| 3M | -10.5% | +4.7% | -15.2% | -11.6% |
| 6M | +1.8% | +24.9% | -23.1% | -4.0% |
| YTD | -22.9% | +30.0% | -52.9% | -28.3% |
| 1Y | -22.9% | +29.9% | -52.9% | -28.3% |
| 3Y | -40.5% | +117.5% | -158.1% | -51.9% |
| 5Y | -34.9% | +161.7% | -196.6% | -50.8% |
| All | -19.2% | +376.2% | -395.4% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling