-33.1%
GIS vs IR
+46.1%
-79.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +1.5% | +1.5% | 0.0% | +1.4% |
| 30D | +9.2% | +9.0% | +0.2% | +8.6% |
| 3M | -5.4% | -0.9% | -4.5% | -5.3% |
| 6M | +3.4% | +13.4% | -10.0% | +2.5% |
| YTD | -20.5% | +8.5% | -28.9% | -21.0% |
| 1Y | -20.0% | +11.3% | -31.2% | -20.7% |
| 3Y | -38.6% | +26.0% | -64.6% | -40.3% |
| 5Y | -33.1% | +47.9% | -81.0% | -37.0% |
| All | -33.1% | +46.1% | -79.2% | -37.0% |
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