-16.8%
GIS vs CAPR
-77.3%
+60.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.6% |
| 7D | -8.6% | -12.6% | +4.0% | -8.6% |
| 30D | -0.5% | +124.4% | -124.9% | -0.4% |
| 3M | +11.9% | -66.8% | +78.7% | +11.8% |
| 6M | -11.6% | -71.8% | +60.2% | -11.7% |
| YTD | -16.3% | -70.1% | +53.7% | -16.4% |
| 1Y | -21.8% | +33.3% | -55.1% | -21.7% |
| 3Y | -35.7% | +36.7% | -72.4% | -35.4% |
| 5Y | -22.9% | +72.5% | -95.3% | -22.3% |
| 10Y | -16.8% | -77.3% | +60.5% | -13.9% |
| All | -16.8% | -77.3% | +60.5% | -13.9% |
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