+641.4%
GIS vs M
+401.4%
+240.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.3% |
| 7D | +3.6% | -4.3% | +7.8% | +3.9% |
| 30D | +13.9% | +1.3% | +12.6% | +13.8% |
| 3M | +0.3% | -7.4% | +7.7% | +0.8% |
| 6M | +5.0% | +18.3% | -13.4% | +3.4% |
| YTD | -18.4% | +7.6% | -25.9% | -19.2% |
| 1Y | -17.4% | +17.4% | -34.8% | -18.9% |
| 3Y | -36.9% | +108.4% | -145.3% | -41.9% |
| 5Y | -30.4% | -10.6% | -19.8% | -33.2% |
| 10Y | -13.6% | -3.2% | -10.4% | -23.7% |
| All | +641.4% | +401.4% | +240.0% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling