+684.6%
GIS vs M
+396.5%
+288.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | -7.8% | +4.7% | -12.6% | -8.2% |
| 30D | +6.6% | -9.6% | +16.2% | +7.4% |
| 3M | +21.0% | +0.9% | +20.1% | +20.7% |
| 6M | -9.1% | +22.3% | -31.3% | -10.7% |
| YTD | -13.6% | +6.5% | -20.1% | -14.4% |
| 1Y | -18.0% | +38.8% | -56.8% | -20.5% |
| 3Y | -33.7% | +115.9% | -149.6% | -39.1% |
| 5Y | -19.4% | +28.6% | -48.1% | -25.4% |
| 10Y | -21.3% | -2.5% | -18.7% | -30.5% |
| All | +684.6% | +396.5% | +288.1% | +398.9% |
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