+1,438.8%
GIS vs NI
+5,127.8%
-3,689.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | -0.5% | -0.3% | -0.2% | -0.4% |
| 3M | +11.9% | -9.5% | +21.4% | +14.7% |
| 6M | -11.6% | -10.2% | -1.3% | -9.3% |
| YTD | -16.3% | +1.8% | -18.1% | -17.0% |
| 1Y | -21.8% | +5.7% | -27.4% | -23.2% |
| 3Y | -35.7% | +69.6% | -105.3% | -44.6% |
| 5Y | -22.9% | +95.8% | -118.6% | -36.3% |
| 10Y | -16.8% | +145.1% | -161.9% | -36.8% |
| All | +1,438.8% | +5,127.8% | -3,689.0% | +389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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