-8.9%
GIS vs IR
+271.9%
-280.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -8.4% | -3.1% | -5.3% | -8.2% |
| 30D | -5.2% | -14.0% | +8.8% | -4.4% |
| 3M | +8.2% | +3.7% | +4.4% | +7.9% |
| 6M | -12.0% | -15.4% | +3.4% | -11.3% |
| YTD | -18.9% | -7.7% | -11.2% | -18.7% |
| 1Y | -23.6% | -8.8% | -14.8% | -23.4% |
| 3Y | -37.6% | +5.6% | -43.2% | -38.3% |
| 5Y | -25.2% | +34.3% | -59.5% | -27.6% |
| All | -8.9% | +271.9% | -280.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling