-16.4%
GIS vs IP
+24.7%
-41.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +9.2% | +9.4% | -0.2% | +7.6% |
| 3M | -5.4% | -14.1% | +8.7% | -3.3% |
| 6M | +3.4% | +9.2% | -5.7% | +1.5% |
| YTD | -20.5% | -7.5% | -12.9% | -20.3% |
| 1Y | -20.0% | -2.8% | -17.2% | -20.5% |
| 3Y | -38.6% | +21.2% | -59.8% | -43.2% |
| 5Y | -33.1% | -11.5% | -21.6% | -34.7% |
| 10Y | -16.4% | +23.7% | -40.1% | -32.8% |
| All | -16.4% | +24.7% | -41.1% | -32.8% |
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