-33.8%
GIS vs IT
-42.2%
+8.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -3.4% | +1.1% | -4.4% | -3.4% |
| 30D | +6.9% | -1.8% | +8.7% | +7.1% |
| 3M | -10.1% | +4.8% | -14.9% | -10.4% |
| 6M | +5.9% | +33.0% | -27.2% | +3.5% |
| YTD | -21.1% | -23.8% | +2.7% | -21.2% |
| 1Y | -22.5% | -16.5% | -6.0% | -23.0% |
| 3Y | -39.0% | -53.6% | +14.7% | -38.2% |
| All | -33.8% | -42.2% | +8.4% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling