-21.6%
GIS vs AR
+148.0%
-169.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.6% |
| 7D | -8.3% | -1.8% | -6.4% | -8.3% |
| 30D | +2.2% | +12.6% | -10.4% | +2.1% |
| 3M | +15.7% | +10.0% | +5.7% | +15.6% |
| 6M | -12.0% | +0.6% | -12.6% | -12.0% |
| YTD | -15.0% | +13.4% | -28.4% | -15.1% |
| 1Y | -20.1% | +21.7% | -41.8% | -20.3% |
| 3Y | -34.6% | +45.8% | -80.4% | -35.4% |
| All | -21.6% | +148.0% | -169.6% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling