-22.9%
GIS vs ALM
+958.0%
-980.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.6% |
| 7D | -8.6% | +3.6% | -12.2% | -8.6% |
| 30D | -0.5% | +33.8% | -34.3% | -0.3% |
| 3M | +11.9% | +14.8% | -2.9% | +12.1% |
| 6M | -11.6% | -7.0% | -4.6% | -11.4% |
| YTD | -16.3% | +108.1% | -124.4% | -16.1% |
| 1Y | -21.8% | +313.8% | -335.5% | -21.7% |
| 3Y | -35.7% | +2,227.6% | -2,263.3% | -37.6% |
| 5Y | -22.9% | +956.6% | -979.5% | -24.7% |
| All | -22.9% | +958.0% | -980.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling