-2.4%
GIS vs P
+469.1%
-471.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.5% |
| 7D | +3.6% | -23.8% | +27.4% | +2.6% |
| 30D | +13.9% | -36.6% | +50.5% | +12.2% |
| 3M | +0.3% | +10.9% | -10.6% | +0.8% |
| 6M | +5.0% | +30.0% | -25.0% | +6.3% |
| YTD | -18.4% | +44.4% | -62.7% | -17.0% |
| 1Y | -17.4% | +3.9% | -21.4% | -16.5% |
| 3Y | -36.9% | +176.6% | -213.5% | -35.8% |
| 5Y | -30.4% | +249.3% | -279.7% | -29.5% |
| 10Y | -13.6% | +726.9% | -740.5% | -15.4% |
| All | -2.4% | +469.1% | -471.5% | -3.7% |
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