-39.4%
GIS vs AS
+131.9%
-171.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | -4.6% | -3.0% | -1.5% | -4.6% |
| 30D | +6.6% | +9.6% | -2.9% | +6.6% |
| 3M | -8.1% | -8.2% | +0.1% | -8.1% |
| 6M | +4.9% | -9.9% | +14.8% | +4.9% |
| YTD | -21.4% | -16.8% | -4.6% | -21.4% |
| 1Y | -21.6% | +3.0% | -24.6% | -21.6% |
| All | -39.4% | +131.9% | -171.4% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling