-34.9%
GIS vs GEN
+31.4%
-66.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -8.1% | -3.0% | -5.1% | -7.7% |
| 30D | +5.3% | +24.7% | -19.4% | +2.5% |
| 3M | -10.5% | +4.1% | -14.7% | -11.2% |
| 6M | +1.8% | +36.0% | -34.2% | -1.7% |
| YTD | -22.9% | +10.9% | -33.8% | -24.1% |
| 1Y | -22.9% | +12.2% | -35.1% | -24.2% |
| 3Y | -40.5% | +63.3% | -103.8% | -43.7% |
| 5Y | -34.9% | +29.0% | -63.9% | -37.3% |
| All | -34.9% | +31.4% | -66.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling