-25.2%
GIS vs IBN
+52.7%
-77.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -8.4% | -5.5% | -2.9% | -8.3% |
| 30D | -5.2% | -3.4% | -1.8% | -5.1% |
| 3M | +8.2% | +8.7% | -0.5% | +8.0% |
| 6M | -12.0% | +3.7% | -15.7% | -12.1% |
| YTD | -18.9% | -2.4% | -16.5% | -19.0% |
| 1Y | -23.6% | -8.1% | -15.5% | -23.6% |
| 3Y | -37.6% | +26.3% | -63.9% | -37.7% |
| 5Y | -25.2% | +54.9% | -80.1% | -25.6% |
| All | -25.2% | +52.7% | -77.9% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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