-33.5%
GIS vs AS
+120.4%
-153.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.0% | -2.5% |
| 7D | -7.8% | -4.9% | -3.0% | -7.8% |
| 30D | +6.6% | -19.6% | +26.2% | +6.6% |
| 3M | +21.0% | -14.4% | +35.4% | +21.0% |
| 6M | -9.1% | -20.1% | +11.1% | -9.1% |
| YTD | -13.6% | -20.9% | +7.3% | -13.7% |
| 1Y | -18.0% | -21.9% | +3.8% | -18.1% |
| All | -33.5% | +120.4% | -153.8% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling