-19.2%
GIS vs ALM
+1,942.8%
-1,962.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -2.1% |
| 7D | -8.1% | -4.0% | -4.0% | -8.1% |
| 30D | +5.3% | -30.5% | +35.8% | +5.1% |
| 3M | -10.5% | -46.9% | +36.4% | -10.8% |
| 6M | +1.8% | -65.5% | +67.3% | +1.6% |
| YTD | -22.9% | -13.4% | -9.5% | -23.1% |
| 1Y | -22.9% | +9.8% | -32.7% | -23.1% |
| 3Y | -40.5% | +783.1% | -823.6% | -41.1% |
| 5Y | -34.9% | +378.3% | -413.2% | -35.6% |
| All | -19.2% | +1,942.8% | -1,962.0% | -20.3% |
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