-6.0%
GIS vs IR
+274.4%
-280.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -8.6% | -1.9% | -6.7% | -8.5% |
| 30D | -0.5% | -15.0% | +14.6% | +0.5% |
| 3M | +11.9% | -0.4% | +12.3% | +11.9% |
| 6M | -11.6% | -15.0% | +3.5% | -10.9% |
| YTD | -16.3% | -7.1% | -9.3% | -16.1% |
| 1Y | -21.8% | -7.5% | -14.2% | -21.6% |
| 3Y | -35.7% | +6.3% | -41.9% | -36.4% |
| 5Y | -22.9% | +37.3% | -60.2% | -25.4% |
| All | -6.0% | +274.4% | -280.4% | -15.2% |
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