-16.8%
GIS vs M
-7.1%
-9.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.4% |
| 7D | -8.6% | -4.1% | -4.5% | -8.5% |
| 30D | -0.5% | -13.6% | +13.2% | 0.0% |
| 3M | +11.9% | -2.3% | +14.2% | +11.9% |
| 6M | -11.6% | +21.9% | -33.5% | -12.3% |
| YTD | -16.3% | -0.6% | -15.7% | -16.4% |
| 1Y | -21.8% | +29.7% | -51.5% | -22.6% |
| 3Y | -35.7% | +107.3% | -142.9% | -38.0% |
| 5Y | -22.9% | +20.5% | -43.4% | -25.4% |
| 10Y | -16.8% | -6.1% | -10.7% | -26.7% |
| All | -16.8% | -7.1% | -9.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling