-22.9%
GIS vs ALL
+31.1%
-54.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +5.3% | +12.8% | -7.5% | +1.7% |
| 3M | -10.5% | +4.7% | -15.2% | -12.0% |
| 6M | +1.8% | +24.9% | -23.1% | -3.8% |
| YTD | -22.9% | +30.0% | -52.9% | -27.8% |
| 1Y | -22.9% | +29.9% | -52.9% | -27.9% |
| All | -22.9% | +31.1% | -54.1% | -27.9% |
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