+136.4%
GIS vs CAPR
-98.9%
+235.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +26.5% | -27.6% | -1.1% |
| 7D | -4.6% | +25.8% | -30.4% | -4.6% |
| 30D | +6.6% | +50.2% | -43.6% | +6.6% |
| 3M | -8.1% | +185.5% | -193.6% | -8.1% |
| 6M | +4.9% | -64.8% | +69.7% | +4.9% |
| YTD | -21.4% | -61.1% | +39.8% | -21.4% |
| 1Y | -21.6% | +81.0% | -102.6% | -21.7% |
| 3Y | -39.3% | +300.7% | -340.0% | -39.3% |
| 5Y | -33.2% | +223.3% | -256.5% | -33.2% |
| 10Y | -17.3% | -58.8% | +41.4% | -17.3% |
| All | +136.4% | -98.9% | +235.3% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling