-17.3%
GIS vs AR
+57.4%
-74.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +7.4% | -10.7% | -3.5% |
| 30D | +6.9% | +5.8% | +1.1% | +6.7% |
| 3M | -10.1% | +5.2% | -15.3% | -10.3% |
| 6M | +5.9% | +5.4% | +0.4% | +5.7% |
| YTD | -21.1% | +12.4% | -33.5% | -21.4% |
| 1Y | -22.5% | +12.8% | -35.3% | -22.8% |
| 3Y | -39.0% | +47.2% | -86.2% | -40.0% |
| 5Y | -33.3% | +101.1% | -134.5% | -35.4% |
| All | -17.3% | +57.4% | -74.6% | -22.9% |
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