-17.4%
GIS vs AS
+0.9%
-18.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | +3.6% | +6.9% | -3.4% | +3.3% |
| 30D | +13.9% | +16.0% | -2.1% | +13.5% |
| 3M | +0.3% | -12.8% | +13.2% | +0.7% |
| 6M | +5.0% | -15.4% | +20.3% | +5.2% |
| YTD | -18.4% | -15.7% | -2.6% | -18.9% |
| 1Y | -17.4% | +6.1% | -23.5% | -16.2% |
| All | -17.4% | +0.9% | -18.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling