-17.4%
GIS vs IT
-17.9%
+0.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.0% |
| 7D | +8.5% | -5.5% | +13.9% | +9.2% |
| 30D | +15.3% | +10.3% | +5.0% | +14.0% |
| 3M | +0.9% | +11.5% | -10.6% | -0.5% |
| 6M | +7.9% | +40.3% | -32.3% | +2.8% |
| YTD | -17.6% | -17.9% | +0.3% | -17.7% |
| 1Y | -17.4% | -8.8% | -8.6% | -19.8% |
| All | -17.4% | -17.9% | +0.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling