-9.1%
GIS vs CAPR
-64.4%
+55.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -7.8% | -2.0% | -5.9% | -7.9% |
| 30D | +6.6% | +139.2% | -132.6% | +7.7% |
| 3M | +21.0% | -66.4% | +87.3% | +14.2% |
| 6M | -9.1% | -63.1% | +54.1% | -13.7% |
| All | -9.1% | -64.4% | +55.4% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling