-39.2%
GIS vs COMP
+426.2%
-465.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.2% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | +6.6% | +16.3% | -9.7% | +6.2% |
| 3M | -8.1% | -19.1% | +11.1% | -7.9% |
| 6M | +4.9% | +17.1% | -12.2% | +4.6% |
| YTD | -21.4% | -2.9% | -18.4% | -21.7% |
| 1Y | -21.6% | +8.8% | -30.4% | -22.0% |
| All | -39.2% | +426.2% | -465.3% | -39.2% |
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