-4.1%
GIS vs P
+504.9%
-509.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -1.5% |
| 7D | +0.4% | -9.6% | +10.0% | +0.1% |
| 30D | +10.1% | -33.4% | +43.5% | +8.7% |
| 3M | -3.7% | +14.2% | -17.9% | -3.0% |
| 6M | +4.3% | +31.6% | -27.3% | +5.7% |
| YTD | -19.8% | +53.5% | -73.3% | -18.3% |
| 1Y | -20.5% | +14.2% | -34.6% | -19.3% |
| 3Y | -38.3% | +190.5% | -228.8% | -37.1% |
| 5Y | -32.2% | +256.3% | -288.5% | -31.1% |
| 10Y | -18.0% | +707.9% | -725.8% | -19.1% |
| All | -4.1% | +504.9% | -509.0% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling