-18.0%
GIS vs IP
+31.6%
-49.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.8% |
| 30D | +10.1% | +10.6% | -0.5% | +8.3% |
| 3M | -3.7% | -13.6% | +9.9% | -1.6% |
| 6M | +4.3% | +10.4% | -6.2% | +2.2% |
| YTD | -19.8% | -6.5% | -13.3% | -19.8% |
| 1Y | -20.5% | -2.1% | -18.3% | -21.1% |
| 3Y | -38.3% | +22.0% | -60.3% | -42.9% |
| 5Y | -32.2% | -9.7% | -22.5% | -34.0% |
| 10Y | -18.0% | +26.8% | -44.8% | -34.0% |
| All | -18.0% | +31.6% | -49.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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