-17.3%
GIS vs ALM
+2,100.8%
-2,118.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +2.4% |
| 7D | -3.4% | +1.2% | -4.6% | -3.3% |
| 30D | +6.9% | -19.3% | +26.2% | +6.8% |
| 3M | -10.1% | -40.6% | +30.5% | -10.3% |
| 6M | +5.9% | -57.9% | +63.8% | +5.6% |
| YTD | -21.1% | -6.7% | -14.4% | -21.2% |
| 1Y | -22.5% | +20.2% | -42.7% | -22.6% |
| 3Y | -39.0% | +879.4% | -918.4% | -39.6% |
| 5Y | -33.3% | +415.3% | -448.6% | -34.0% |
| All | -17.3% | +2,100.8% | -2,118.1% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling