-22.8%
GIS vs IR
+46.5%
-69.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.5% |
| 7D | -8.3% | +0.6% | -8.9% | -8.3% |
| 30D | +2.2% | -13.6% | +15.8% | +3.1% |
| 3M | +15.7% | +3.7% | +12.0% | +15.4% |
| 6M | -12.0% | -13.1% | +1.1% | -11.4% |
| YTD | -15.0% | -5.1% | -9.9% | -14.9% |
| 1Y | -20.1% | -6.5% | -13.7% | -20.0% |
| 3Y | -34.6% | +8.5% | -43.1% | -35.8% |
| 5Y | -22.8% | +43.3% | -66.2% | -27.0% |
| All | -22.8% | +46.5% | -69.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling