+24.0%
GIS vs ALM
+7,705.7%
-7,681.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | -7.8% | -2.6% | -5.2% | -7.8% |
| 30D | +6.6% | +32.0% | -25.4% | +6.6% |
| 3M | +21.0% | -15.0% | +36.0% | +21.0% |
| 6M | -9.1% | -10.1% | +1.1% | -9.1% |
| YTD | -13.6% | +99.4% | -113.0% | -13.6% |
| 1Y | -18.0% | +316.4% | -334.4% | -17.9% |
| 3Y | -33.7% | +2,022.0% | -2,055.6% | -33.5% |
| 5Y | -19.4% | +941.2% | -960.6% | -19.3% |
| 10Y | -21.3% | +2,950.3% | -2,971.6% | -21.0% |
| All | +24.0% | +7,705.7% | -7,681.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling