-34.6%
GIS vs ALM
+2,327.9%
-2,362.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.5% |
| 7D | -8.3% | +8.4% | -16.7% | -8.2% |
| 30D | +2.2% | +34.8% | -32.7% | +2.4% |
| 3M | +15.7% | +16.2% | -0.5% | +16.0% |
| 6M | -12.0% | +2.1% | -14.1% | -11.7% |
| YTD | -15.0% | +117.0% | -132.0% | -14.7% |
| 1Y | -20.1% | +313.9% | -334.0% | -20.1% |
| 3Y | -34.6% | +2,327.9% | -2,362.5% | -39.3% |
| All | -34.6% | +2,327.9% | -2,362.5% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling