-21.8%
GIS vs ALM
+312.4%
-334.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.7% |
| 7D | -8.6% | +3.6% | -12.2% | -8.5% |
| 30D | -0.5% | +33.8% | -34.3% | +0.5% |
| 3M | +11.9% | +14.8% | -2.9% | +12.7% |
| 6M | -11.6% | -7.0% | -4.6% | -10.9% |
| YTD | -16.3% | +108.1% | -124.4% | -13.8% |
| 1Y | -21.8% | +313.8% | -335.5% | -17.5% |
| All | -21.8% | +312.4% | -334.1% | -17.5% |
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