-22.8%
GIS vs GEN
+22.3%
-45.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -1.3% |
| 7D | -8.3% | -0.7% | -7.6% | -8.2% |
| 30D | +2.2% | +2.6% | -0.5% | +1.8% |
| 3M | +15.7% | +15.8% | -0.1% | +13.8% |
| 6M | -12.0% | +33.1% | -45.1% | -14.5% |
| YTD | -15.0% | +11.3% | -26.3% | -16.0% |
| 1Y | -20.1% | +1.7% | -21.8% | -20.5% |
| 3Y | -34.6% | +58.1% | -92.8% | -37.7% |
| 5Y | -22.8% | +20.6% | -43.5% | -24.4% |
| All | -22.8% | +22.3% | -45.2% | -24.4% |
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