+235.8%
GIS vs MKTX
+1,445.1%
-1,209.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -0.5% | +1.0% | -1.4% | -0.5% |
| 3M | +11.9% | +40.8% | -28.9% | +7.7% |
| 6M | -11.6% | -10.9% | -0.7% | -11.0% |
| YTD | -16.3% | -8.6% | -7.7% | -16.1% |
| 1Y | -21.8% | -11.6% | -10.2% | -21.3% |
| 3Y | -35.7% | -24.5% | -11.1% | -34.9% |
| 5Y | -22.9% | -60.7% | +37.8% | -17.8% |
| 10Y | -16.8% | +5.1% | -22.0% | -20.0% |
| All | +235.8% | +1,445.1% | -1,209.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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