-16.8%
GIS vs AR
+43.0%
-59.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.6% | -1.2% | -7.4% | -8.6% |
| 30D | -0.5% | +5.5% | -6.0% | -0.6% |
| 3M | +11.9% | +12.9% | -1.0% | +11.6% |
| 6M | -11.6% | +0.1% | -11.7% | -11.7% |
| YTD | -16.3% | +13.5% | -29.8% | -16.6% |
| 1Y | -21.8% | +21.6% | -43.3% | -22.2% |
| 3Y | -35.7% | +46.0% | -81.6% | -36.7% |
| 5Y | -22.9% | +143.7% | -166.6% | -25.8% |
| 10Y | -16.8% | +44.3% | -61.1% | -21.2% |
| All | -16.8% | +43.0% | -59.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling