-17.4%
GIS vs ALM
+44.8%
-62.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.2% |
| 7D | +8.5% | -6.4% | +14.9% | +8.2% |
| 30D | +15.3% | -35.0% | +50.3% | +13.6% |
| 3M | +0.9% | -33.8% | +34.8% | -0.2% |
| 6M | +7.9% | -55.0% | +63.0% | +6.1% |
| YTD | -17.6% | -0.2% | -17.4% | -15.7% |
| 1Y | -17.4% | +41.8% | -59.1% | -13.5% |
| All | -17.4% | +44.8% | -62.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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