-18.0%
GIS vs BR
-29.1%
+11.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.5% |
| 7D | -7.8% | -5.3% | -2.6% | -6.4% |
| 30D | +6.6% | +6.4% | +0.1% | +4.8% |
| 3M | +21.0% | +13.6% | +7.3% | +16.1% |
| 6M | -9.1% | -6.7% | -2.4% | -8.9% |
| YTD | -13.6% | -21.1% | +7.5% | -8.4% |
| 1Y | -18.0% | -29.6% | +11.5% | -11.7% |
| All | -18.0% | -29.1% | +11.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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