-17.4%
GIS vs CAPR
+47.4%
-64.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.1% | +5.2% |
| 7D | +8.5% | +43.2% | -34.7% | +8.4% |
| 30D | +15.3% | +14.7% | +0.7% | +15.3% |
| 3M | +0.9% | +113.9% | -113.0% | +0.8% |
| 6M | +7.9% | -73.4% | +81.3% | +7.9% |
| YTD | -17.6% | -69.1% | +51.5% | -17.6% |
| 1Y | -17.4% | +47.2% | -64.6% | -18.1% |
| All | -17.4% | +47.4% | -64.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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