-17.3%
GIS vs CAPR
-65.7%
+48.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.4% |
| 7D | -3.4% | +5.9% | -9.2% | -3.3% |
| 30D | +6.9% | +44.6% | -37.7% | +6.9% |
| 3M | -10.1% | +126.4% | -136.5% | -10.0% |
| 6M | +5.9% | -68.6% | +74.4% | +5.8% |
| YTD | -21.1% | -67.0% | +45.9% | -21.2% |
| 1Y | -22.5% | +65.2% | -87.6% | -22.4% |
| 3Y | -39.0% | +235.6% | -274.5% | -38.5% |
| 5Y | -33.3% | +175.4% | -208.8% | -32.7% |
| All | -17.3% | -65.7% | +48.5% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling