+159.6%
GIS vs CAPR
-99.1%
+258.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -7.8% | -2.0% | -5.9% | -7.8% |
| 30D | +6.6% | +139.2% | -132.6% | +6.6% |
| 3M | +21.0% | -66.4% | +87.3% | +20.9% |
| 6M | -9.1% | -63.1% | +54.1% | -9.1% |
| YTD | -13.6% | -67.4% | +53.8% | -13.6% |
| 1Y | -18.0% | +58.2% | -76.3% | -18.1% |
| 3Y | -33.7% | +42.2% | -75.9% | -33.7% |
| 5Y | -19.4% | +87.3% | -106.7% | -19.5% |
| 10Y | -21.3% | -75.3% | +54.0% | -21.2% |
| All | +159.6% | -99.1% | +258.7% | +159.2% |
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 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