+25.4%
GIS vs AR
-27.2%
+52.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -7.8% | +2.5% | -10.3% | -7.9% |
| 30D | +6.6% | +14.8% | -8.2% | +6.3% |
| 3M | +21.0% | +6.2% | +14.7% | +20.8% |
| 6M | -9.1% | +4.3% | -13.4% | -9.2% |
| YTD | -13.6% | +14.4% | -28.0% | -13.9% |
| 1Y | -18.0% | +21.3% | -39.4% | -18.5% |
| 3Y | -33.7% | +39.8% | -73.5% | -34.6% |
| 5Y | -19.4% | +142.1% | -161.5% | -22.3% |
| 10Y | -21.3% | +52.0% | -73.3% | -27.2% |
| All | +25.4% | -27.2% | +52.7% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling