-32.2%
GIS vs CAPR
+160.6%
-192.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.4% | -11.2% | -1.8% |
| 7D | +0.4% | +36.0% | -35.7% | +0.3% |
| 30D | +10.1% | +25.8% | -15.7% | +10.0% |
| 3M | -3.7% | +140.8% | -144.5% | -3.8% |
| 6M | +4.3% | -67.6% | +71.8% | +4.2% |
| YTD | -19.8% | -65.9% | +46.1% | -19.9% |
| 1Y | -20.5% | +66.1% | -86.6% | -21.0% |
| 3Y | -38.3% | +256.9% | -295.2% | -37.8% |
| 5Y | -32.2% | +172.1% | -204.3% | -31.3% |
| All | -32.2% | +160.6% | -192.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling