+14.2%
GIS vs ALM
+3,516.3%
-3,502.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | -0.8% |
| 7D | +1.5% | -6.3% | +7.9% | +1.5% |
| 30D | +9.2% | -31.4% | +40.6% | +9.2% |
| 3M | -5.4% | -40.6% | +35.2% | -5.4% |
| 6M | +3.4% | -58.6% | +62.1% | +3.4% |
| YTD | -20.5% | -7.6% | -12.9% | -20.5% |
| 1Y | -20.0% | +13.8% | -33.8% | -20.0% |
| 3Y | -38.6% | +842.1% | -880.7% | -38.5% |
| 5Y | -33.1% | +407.4% | -440.5% | -33.0% |
| 10Y | -16.4% | +2,079.4% | -2,095.8% | -16.1% |
| All | +14.2% | +3,516.3% | -3,502.2% | +15.3% |
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 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