+639.4%
GIS vs ALL
+3,705.8%
-3,066.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.6% | -2.6% | -2.0% | -4.1% |
| 30D | +6.6% | +12.7% | -6.1% | +4.2% |
| 3M | -8.1% | +0.4% | -8.5% | -8.2% |
| 6M | +4.9% | +23.8% | -18.9% | +0.6% |
| YTD | -21.4% | +27.8% | -49.1% | -25.2% |
| 1Y | -21.6% | +28.9% | -50.5% | -25.6% |
| 3Y | -39.3% | +113.9% | -153.2% | -48.1% |
| 5Y | -33.2% | +157.4% | -190.6% | -45.5% |
| 10Y | -17.3% | +369.0% | -386.3% | -40.7% |
| All | +639.4% | +3,705.8% | -3,066.3% | +227.8% |
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