-19.9%
GIS vs IRE
-84.0%
+64.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.9% |
| 7D | -8.6% | +29.0% | -37.6% | -7.5% |
| 30D | -0.5% | +24.2% | -24.7% | +1.0% |
| 3M | +11.9% | -53.2% | +65.1% | +12.2% |
| 6M | -11.6% | -36.0% | +24.5% | -8.7% |
| YTD | -16.3% | -51.0% | +34.7% | -13.2% |
| All | -19.9% | -84.0% | +64.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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