-11.7%
GIS vs IR
+332.9%
-344.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -4.6% | +1.1% | -5.6% | -4.6% |
| 30D | +6.6% | +7.6% | -1.0% | +6.1% |
| 3M | -8.1% | +0.1% | -8.2% | -8.2% |
| 6M | +4.9% | +14.0% | -9.0% | +4.0% |
| YTD | -21.4% | +7.5% | -28.8% | -21.9% |
| 1Y | -21.6% | +10.1% | -31.7% | -22.3% |
| 3Y | -39.3% | +24.9% | -64.1% | -40.6% |
| 5Y | -33.2% | +46.9% | -80.1% | -35.7% |
| All | -11.7% | +332.9% | -344.6% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling