-33.8%
GIS vs COMP
-10.9%
-22.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.4% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +6.9% | +16.6% | -9.7% | +6.8% |
| 3M | -10.1% | -23.5% | +13.4% | -10.1% |
| 6M | +5.9% | +25.7% | -19.9% | +5.8% |
| YTD | -21.1% | -3.4% | -17.7% | -21.2% |
| 1Y | -22.5% | +7.6% | -30.1% | -22.6% |
| 3Y | -39.0% | +423.6% | -462.6% | -38.6% |
| All | -33.8% | -10.9% | -22.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling