-35.4%
GIS vs IT
-52.2%
+16.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -8.6% | -9.1% | +0.5% | -7.9% |
| 30D | -0.5% | -12.2% | +11.7% | +0.5% |
| 3M | +11.9% | +7.8% | +4.1% | +10.6% |
| 6M | -11.6% | +2.0% | -13.6% | -12.5% |
| YTD | -16.3% | -32.7% | +16.4% | -16.2% |
| 1Y | -21.8% | -31.1% | +9.3% | -21.8% |
| All | -35.4% | -52.2% | +16.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling