+1,317.1%
GIS vs GEN
+8,558.9%
-7,241.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -8.1% | -3.0% | -5.1% | -7.9% |
| 30D | +5.3% | +24.7% | -19.4% | +4.0% |
| 3M | -10.5% | +4.1% | -14.7% | -10.9% |
| 6M | +1.8% | +36.0% | -34.2% | 0.0% |
| YTD | -22.9% | +10.9% | -33.8% | -23.6% |
| 1Y | -22.9% | +12.2% | -35.1% | -23.7% |
| 3Y | -40.5% | +63.3% | -103.8% | -42.4% |
| 5Y | -34.9% | +29.0% | -63.9% | -36.5% |
| 10Y | -19.0% | +147.5% | -166.5% | -24.4% |
| All | +1,317.1% | +8,558.9% | -7,241.8% | +788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling