-38.3%
GIS vs IP
+20.2%
-58.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.0% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | +10.1% | +10.6% | -0.5% | +9.0% |
| 3M | -3.7% | -13.6% | +9.9% | -2.5% |
| 6M | +4.3% | +10.4% | -6.2% | +3.3% |
| YTD | -19.8% | -6.5% | -13.3% | -19.6% |
| 1Y | -20.5% | -2.1% | -18.3% | -20.5% |
| 3Y | -38.3% | +22.0% | -60.3% | -38.9% |
| All | -38.3% | +20.2% | -58.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling