-17.4%
GIS vs LEN
-21.9%
+4.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.5% |
| 7D | +8.5% | +10.5% | -2.0% | +6.0% |
| 30D | +15.3% | +24.6% | -9.3% | +10.1% |
| 3M | +0.9% | +6.6% | -5.7% | -1.3% |
| 6M | +7.9% | +10.6% | -2.7% | +4.1% |
| YTD | -17.6% | -8.3% | -9.3% | -17.1% |
| 1Y | -17.4% | -22.5% | +5.1% | -16.3% |
| All | -17.4% | -21.9% | +4.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling