-20.8%
GIS vs GEN
+157.3%
-178.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -8.4% | -4.3% | -4.1% | -8.0% |
| 30D | -5.2% | +3.8% | -9.0% | -5.6% |
| 3M | +8.2% | +22.3% | -14.1% | +6.1% |
| 6M | -12.0% | +39.0% | -51.0% | -14.8% |
| YTD | -18.9% | +11.9% | -30.8% | -19.9% |
| 1Y | -23.6% | +4.5% | -28.1% | -24.2% |
| 3Y | -37.6% | +59.0% | -96.6% | -40.6% |
| 5Y | -25.2% | +22.0% | -47.2% | -27.7% |
| All | -20.8% | +157.3% | -178.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling