-38.6%
GIS vs IR
+28.5%
-67.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +1.5% | +1.5% | 0.0% | +1.5% |
| 30D | +9.2% | +9.0% | +0.2% | +8.7% |
| 3M | -5.4% | -0.9% | -4.5% | -5.3% |
| 6M | +3.4% | +13.4% | -10.0% | +2.6% |
| YTD | -20.5% | +8.5% | -28.9% | -20.9% |
| 1Y | -20.0% | +11.3% | -31.2% | -20.6% |
| 3Y | -38.6% | +26.0% | -64.6% | -42.3% |
| All | -38.6% | +28.5% | -67.1% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling