-33.5%
GIS vs IP
+21.5%
-55.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | -7.8% | -5.3% | -2.6% | -7.4% |
| 30D | +6.6% | -10.9% | +17.4% | +7.7% |
| 3M | +21.0% | +11.2% | +9.8% | +19.8% |
| 6M | -9.1% | -10.2% | +1.2% | -8.4% |
| YTD | -13.6% | -2.0% | -11.6% | -13.7% |
| 1Y | -18.0% | -19.1% | +1.1% | -17.1% |
| All | -33.5% | +21.5% | -55.0% | -34.9% |
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