-28.5%
GIS vs COMP
-53.0%
+24.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.8% |
| 7D | +1.5% | +7.2% | -5.7% | +1.5% |
| 30D | +9.2% | +6.4% | +2.8% | +9.2% |
| 3M | -5.4% | -19.4% | +14.1% | -5.4% |
| 6M | +3.4% | +14.6% | -11.1% | +3.5% |
| YTD | -20.5% | -5.5% | -15.0% | -20.5% |
| 1Y | -20.0% | +13.7% | -33.6% | -19.9% |
| 3Y | -38.6% | +409.7% | -448.3% | -37.4% |
| 5Y | -33.1% | -17.0% | -16.1% | -35.2% |
| All | -28.5% | -53.0% | +24.5% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling