+15.5%
GIS vs AR
-30.5%
+46.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -2.6% |
| 7D | +1.5% | -5.8% | +7.3% | +1.6% |
| 30D | +9.2% | +4.8% | +4.4% | +9.1% |
| 3M | -5.4% | +1.5% | -6.9% | -5.4% |
| 6M | +3.4% | +4.7% | -1.3% | +3.2% |
| YTD | -20.5% | +9.2% | -29.7% | -20.7% |
| 1Y | -20.0% | +11.2% | -31.1% | -20.3% |
| 3Y | -38.6% | +46.2% | -84.9% | -39.6% |
| 5Y | -33.1% | +98.1% | -131.1% | -35.1% |
| 10Y | -16.4% | +54.5% | -70.9% | -22.8% |
| All | +15.5% | -30.5% | +46.0% | +7.8% |
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