-26.6%
GIS vs COMP
-52.0%
+25.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.7% | -13.3% | -2.6% |
| 7D | +3.6% | +13.4% | -9.9% | +3.5% |
| 30D | +13.9% | +11.1% | +2.8% | +13.9% |
| 3M | +0.3% | -18.8% | +19.2% | +0.3% |
| 6M | +5.0% | +10.5% | -5.5% | +5.0% |
| YTD | -18.4% | -3.4% | -15.0% | -18.4% |
| 1Y | -17.4% | +19.7% | -37.1% | -17.4% |
| 3Y | -36.9% | +381.6% | -418.5% | -35.8% |
| 5Y | -30.4% | -17.6% | -12.8% | -32.7% |
| All | -26.6% | -52.0% | +25.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling