-33.8%
GIS vs IP
-13.5%
-20.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +6.9% | +7.9% | -1.0% | +6.0% |
| 3M | -10.1% | -15.3% | +5.2% | -8.8% |
| 6M | +5.9% | +10.5% | -4.7% | +4.7% |
| YTD | -21.1% | -9.4% | -11.7% | -20.7% |
| 1Y | -22.5% | -4.6% | -17.9% | -22.4% |
| 3Y | -39.0% | +21.2% | -60.2% | -41.4% |
| All | -33.8% | -13.5% | -20.3% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling