-16.8%
GIS vs P
+694.3%
-711.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.7% |
| 7D | -8.6% | +5.0% | -13.6% | -8.4% |
| 30D | -0.5% | -0.9% | +0.5% | -0.4% |
| 3M | +11.9% | +38.7% | -26.8% | +13.6% |
| 6M | -11.6% | +54.4% | -66.0% | -9.8% |
| YTD | -16.3% | +44.8% | -61.2% | -14.7% |
| 1Y | -21.8% | +22.5% | -44.3% | -20.4% |
| 3Y | -35.7% | +148.2% | -183.9% | -33.9% |
| 5Y | -22.9% | +268.9% | -291.8% | -21.0% |
| 10Y | -16.8% | +696.9% | -713.7% | -16.3% |
| All | -16.8% | +694.3% | -711.1% | -16.3% |
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