-21.8%
GIS vs IRE
-97.2%
+75.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +39.6% | -42.2% | -0.7% |
| 7D | +3.6% | -27.2% | +30.7% | +3.2% |
| 30D | +13.9% | -75.1% | +89.0% | +9.5% |
| 3M | +0.3% | -77.9% | +78.2% | -3.2% |
| 6M | +5.0% | -94.6% | +99.5% | -0.5% |
| YTD | -18.4% | -91.5% | +73.2% | -19.6% |
| 1Y | -17.4% | -97.8% | +80.4% | -20.5% |
| All | -21.8% | -97.2% | +75.4% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling