-16.4%
GIS vs M
-3.0%
-13.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +1.5% | +5.0% | -3.5% | +1.3% |
| 30D | +9.2% | +10.6% | -1.4% | +8.8% |
| 3M | -5.4% | +1.6% | -7.0% | -5.5% |
| 6M | +3.4% | +30.8% | -27.4% | +2.3% |
| YTD | -20.5% | +16.9% | -37.4% | -21.1% |
| 1Y | -20.0% | +26.3% | -46.2% | -20.8% |
| 3Y | -38.6% | +158.6% | -197.2% | -41.3% |
| 5Y | -33.1% | +2.1% | -35.2% | -34.6% |
| 10Y | -16.4% | -4.3% | -12.1% | -26.1% |
| All | -16.4% | -3.0% | -13.4% | -26.1% |
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