-36.9%
GIS vs COMP
+353.8%
-390.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.7% | -13.3% | -2.8% |
| 7D | +3.6% | +13.4% | -9.9% | +3.3% |
| 30D | +13.9% | +11.1% | +2.8% | +13.6% |
| 3M | +0.3% | -18.8% | +19.2% | +0.6% |
| 6M | +5.0% | +10.5% | -5.5% | +4.7% |
| YTD | -18.4% | -3.4% | -15.0% | -18.7% |
| 1Y | -17.4% | +19.7% | -37.1% | -17.9% |
| 3Y | -36.9% | +381.6% | -418.5% | -36.9% |
| All | -36.9% | +353.8% | -390.7% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling