-16.4%
GIS vs P
+691.2%
-707.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +1.5% | -13.3% | +14.8% | +1.0% |
| 30D | +9.2% | -34.0% | +43.2% | +7.5% |
| 3M | -5.4% | +4.1% | -9.5% | -4.9% |
| 6M | +3.4% | +30.5% | -27.1% | +5.2% |
| YTD | -20.5% | +52.2% | -72.6% | -18.5% |
| 1Y | -20.0% | +10.3% | -30.3% | -18.6% |
| 3Y | -38.6% | +180.9% | -219.5% | -36.6% |
| 5Y | -33.1% | +259.7% | -292.8% | -31.1% |
| 10Y | -16.4% | +652.6% | -669.0% | -13.9% |
| All | -16.4% | +691.2% | -707.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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