+685.2%
GIS vs IT
+6,296.6%
-5,611.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | -10.1% | +4.8% | -14.9% | -10.6% |
| 6M | +5.9% | +33.0% | -27.2% | +3.2% |
| YTD | -21.1% | -23.8% | +2.7% | -20.4% |
| 1Y | -22.5% | -16.5% | -6.0% | -22.3% |
| 3Y | -39.0% | -53.6% | +14.7% | -36.8% |
| 5Y | -33.3% | -42.1% | +8.8% | -32.5% |
| 10Y | -17.0% | +90.1% | -107.1% | -24.1% |
| All | +685.2% | +6,296.6% | -5,611.5% | +494.7% |
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 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