-34.6%
GIS vs CAPR
+42.0%
-76.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.1% | -1.6% |
| 7D | -8.3% | -9.5% | +1.2% | -8.3% |
| 30D | +2.2% | +121.5% | -119.3% | +2.0% |
| 3M | +15.7% | -65.4% | +81.1% | +15.7% |
| 6M | -12.0% | -67.5% | +55.6% | -12.0% |
| YTD | -15.0% | -68.6% | +53.6% | -15.0% |
| 1Y | -20.1% | +42.7% | -62.8% | -21.1% |
| 3Y | -34.6% | +43.4% | -78.0% | -36.0% |
| All | -34.6% | +42.0% | -76.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling