+1,441.4%
GIS vs IP
+327.4%
+1,114.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.3% |
| 7D | +9.4% | -5.0% | +14.4% | +10.2% |
| 30D | +15.5% | +6.5% | +8.9% | +14.4% |
| 3M | +3.4% | -18.0% | +21.4% | +6.2% |
| 6M | +9.4% | +10.3% | -0.9% | +7.3% |
| YTD | -16.2% | -9.9% | -6.3% | -15.8% |
| 1Y | -16.0% | -1.1% | -14.9% | -16.8% |
| 3Y | -35.8% | +13.0% | -48.8% | -38.8% |
| 5Y | -28.5% | -12.3% | -16.2% | -30.0% |
| 10Y | -11.3% | +26.8% | -38.1% | -20.1% |
| All | +1,441.4% | +327.4% | +1,114.0% | +749.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling