+146.9%
GIS vs BR
+1,281.7%
-1,134.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.6% | -5.0% | -3.6% | -7.6% |
| 30D | -0.5% | -2.5% | +2.0% | +0.1% |
| 3M | +11.9% | +13.5% | -1.6% | +8.7% |
| 6M | -11.6% | -9.4% | -2.2% | -9.9% |
| YTD | -16.3% | -23.3% | +7.0% | -11.8% |
| 1Y | -21.8% | -31.6% | +9.9% | -15.5% |
| 3Y | -35.7% | -5.1% | -30.6% | -35.7% |
| 5Y | -22.9% | +8.2% | -31.1% | -26.1% |
| 10Y | -16.8% | +189.8% | -206.7% | -37.1% |
| All | +146.9% | +1,281.7% | -1,134.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling