-21.6%
GIS vs IR
+10.4%
-32.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.9% |
| 6M | +4.9% | +14.0% | -9.0% | +3.9% |
| YTD | -21.4% | +7.5% | -28.8% | -21.4% |
| 1Y | -21.6% | +10.1% | -31.7% | -22.2% |
| All | -21.6% | +10.4% | -32.0% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling