-25.2%
GIS vs IT
-46.1%
+20.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -8.4% | -12.7% | +4.3% | -7.5% |
| 30D | -5.2% | -8.9% | +3.7% | -4.6% |
| 3M | +8.2% | +10.1% | -2.0% | +7.0% |
| 6M | -12.0% | +7.3% | -19.3% | -13.0% |
| YTD | -18.9% | -32.4% | +13.5% | -18.2% |
| 1Y | -23.6% | -26.6% | +3.0% | -23.4% |
| 3Y | -37.6% | -51.8% | +14.2% | -36.6% |
| 5Y | -25.2% | -45.6% | +20.4% | -25.3% |
| All | -25.2% | -46.1% | +20.9% | -25.3% |
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