-21.1%
GIS vs IT
+103.1%
-124.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.7% |
| 7D | -6.4% | -3.7% | -2.7% | -6.1% |
| 30D | -6.1% | +0.1% | -6.2% | -6.1% |
| 3M | +7.8% | +20.7% | -12.8% | +5.9% |
| 6M | -8.8% | +12.0% | -20.8% | -10.1% |
| YTD | -19.1% | -28.8% | +9.7% | -18.1% |
| 1Y | -24.8% | -25.5% | +0.8% | -24.1% |
| 3Y | -37.6% | -48.8% | +11.2% | -36.0% |
| 5Y | -25.4% | -42.7% | +17.3% | -24.8% |
| All | -21.1% | +103.1% | -124.2% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling