+712.2%
GIS vs ALL
+3,667.9%
-2,955.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.2% |
| 7D | -7.8% | 0.0% | -7.9% | -7.9% |
| 30D | +6.6% | -1.5% | +8.1% | +6.8% |
| 3M | +21.0% | +23.6% | -2.7% | +16.0% |
| 6M | -9.1% | +22.3% | -31.4% | -12.7% |
| YTD | -13.6% | +26.5% | -40.1% | -17.7% |
| 1Y | -18.0% | +27.0% | -45.0% | -22.0% |
| 3Y | -33.7% | +149.6% | -183.2% | -44.9% |
| 5Y | -19.4% | +118.1% | -137.5% | -32.2% |
| 10Y | -21.3% | +369.0% | -390.2% | -43.5% |
| All | +712.2% | +3,667.9% | -2,955.7% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling