+141.0%
GIS vs CAPR
-99.0%
+240.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.4% | -11.2% | -1.8% |
| 7D | +0.4% | +36.0% | -35.7% | +0.4% |
| 30D | +10.1% | +25.8% | -15.7% | +10.1% |
| 3M | -3.7% | +140.8% | -144.5% | -3.7% |
| 6M | +4.3% | -67.6% | +71.8% | +4.2% |
| YTD | -19.8% | -65.9% | +46.1% | -19.8% |
| 1Y | -20.5% | +66.1% | -86.6% | -20.6% |
| 3Y | -38.3% | +256.9% | -295.2% | -38.4% |
| 5Y | -32.2% | +172.1% | -204.3% | -32.2% |
| 10Y | -18.0% | -64.7% | +46.7% | -18.0% |
| All | +141.0% | -99.0% | +240.0% | +140.6% |
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