-23.8%
GIS vs IRE
-97.7%
+73.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.8% | +15.0% | -1.5% |
| 7D | +1.5% | -41.9% | +43.4% | 0.0% |
| 30D | +9.2% | -75.1% | +84.3% | +4.8% |
| 3M | -5.4% | -82.4% | +77.0% | -9.7% |
| 6M | +3.4% | -95.5% | +99.0% | -2.9% |
| YTD | -20.5% | -93.1% | +72.6% | -22.4% |
| 1Y | -20.0% | -97.8% | +77.8% | -23.2% |
| All | -23.8% | -97.7% | +73.9% | -26.4% |
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