+3.3%
GIS vs P
+485.4%
-482.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.4% |
| 7D | -7.8% | +6.5% | -14.4% | -7.6% |
| 30D | +6.6% | +18.8% | -12.3% | +7.2% |
| 3M | +21.0% | +26.7% | -5.8% | +22.2% |
| 6M | -9.1% | +62.2% | -71.2% | -7.5% |
| YTD | -13.6% | +48.5% | -62.1% | -12.2% |
| 1Y | -18.0% | +26.4% | -44.4% | -16.9% |
| 3Y | -33.7% | +159.4% | -193.1% | -32.5% |
| 5Y | -19.4% | +275.8% | -295.2% | -18.6% |
| 10Y | -21.3% | +732.0% | -753.3% | -22.9% |
| All | +3.3% | +485.4% | -482.0% | +1.8% |
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