+759.6%
GIS vs IT
+6,105.9%
-5,346.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -2.1% |
| 7D | -7.8% | -6.0% | -1.8% | -7.4% |
| 30D | +6.6% | 0.0% | +6.6% | +6.5% |
| 3M | +21.0% | +13.1% | +7.9% | +19.5% |
| 6M | -9.1% | +11.7% | -20.8% | -10.2% |
| YTD | -13.6% | -26.1% | +12.5% | -12.5% |
| 1Y | -18.0% | -21.3% | +3.2% | -17.4% |
| 3Y | -33.7% | -46.7% | +13.1% | -31.9% |
| 5Y | -19.4% | -40.5% | +21.1% | -18.5% |
| 10Y | -21.3% | +103.9% | -125.1% | -28.2% |
| All | +759.6% | +6,105.9% | -5,346.2% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling