-16.4%
GIS vs CAPR
-68.2%
+51.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.1% | -0.8% |
| 7D | +1.5% | +7.6% | -6.1% | +1.5% |
| 30D | +9.2% | +13.3% | -4.1% | +9.2% |
| 3M | -5.4% | +130.4% | -135.8% | -5.3% |
| 6M | +3.4% | -70.8% | +74.2% | +3.3% |
| YTD | -20.5% | -69.3% | +48.8% | -20.5% |
| 1Y | -20.0% | +59.5% | -79.5% | -19.9% |
| 3Y | -38.6% | +216.8% | -255.4% | -38.1% |
| 5Y | -33.1% | +152.7% | -185.8% | -32.5% |
| 10Y | -16.4% | -68.2% | +51.8% | -14.4% |
| All | -16.4% | -68.2% | +51.8% | -14.4% |
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