-22.3%
GIS vs COMP
-47.7%
+25.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | +1.4% | -9.2% | -7.8% |
| 30D | +6.6% | -13.3% | +19.9% | +6.6% |
| 3M | +21.0% | +41.1% | -20.1% | +21.1% |
| 6M | -9.1% | +17.2% | -26.2% | -9.1% |
| YTD | -13.6% | +5.2% | -18.8% | -13.7% |
| 1Y | -18.0% | +18.9% | -36.9% | -18.0% |
| 3Y | -33.7% | +215.9% | -249.6% | -32.7% |
| 5Y | -19.4% | -31.2% | +11.8% | -24.1% |
| All | -22.3% | -47.7% | +25.4% | -27.9% |
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