-17.4%
GIS vs PL
-0.6%
-16.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.4% | +11.6% | +4.8% |
| 7D | +8.5% | -11.7% | +20.2% | +7.8% |
| 30D | +15.3% | -27.1% | +42.4% | +13.7% |
| 3M | +0.9% | -44.6% | +45.5% | -1.7% |
| 6M | +7.9% | -67.2% | +75.1% | +3.6% |
| YTD | -17.6% | -35.9% | +18.3% | -19.0% |
| 1Y | -17.4% | -0.4% | -17.0% | -18.6% |
| All | -17.4% | -0.6% | -16.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling