-22.5%
GIS vs CAPR
+63.5%
-85.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.4% |
| 7D | -3.4% | +5.9% | -9.2% | -3.4% |
| 30D | +6.9% | +44.6% | -37.7% | +6.8% |
| 3M | -10.1% | +126.4% | -136.5% | -10.2% |
| 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% | -23.2% |
| All | -22.5% | +63.5% | -85.9% | -23.2% |
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