-25.2%
GIS vs GAP
+3.0%
-28.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -3.0% |
| 7D | -8.4% | -6.3% | -2.1% | -8.3% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | +8.2% | 0.0% | +8.2% | +8.1% |
| 6M | -12.0% | -8.1% | -3.9% | -12.0% |
| YTD | -18.9% | -16.5% | -2.4% | -18.8% |
| 1Y | -23.6% | -10.5% | -13.2% | -23.6% |
| 3Y | -37.6% | +104.0% | -141.6% | -38.5% |
| 5Y | -25.2% | +6.8% | -32.0% | -24.6% |
| All | -25.2% | +3.0% | -28.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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