-18.0%
GIS vs COMP
+22.2%
-40.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | +1.4% | -9.2% | -7.9% |
| 30D | +6.6% | -13.3% | +19.9% | +7.2% |
| 3M | +21.0% | +41.1% | -20.1% | +19.5% |
| 6M | -9.1% | +17.2% | -26.2% | -10.4% |
| YTD | -13.6% | +5.2% | -18.8% | -15.0% |
| 1Y | -18.0% | +18.9% | -36.9% | -19.5% |
| All | -18.0% | +22.2% | -40.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling