-19.3%
GIS vs PL
+8.6%
-27.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.5% | -16.3% | -0.8% |
| 7D | +0.4% | +10.9% | -10.5% | +1.3% |
| 30D | +10.1% | -16.4% | +26.4% | +9.7% |
| 3M | -3.7% | -39.9% | +36.3% | -5.5% |
| 6M | +4.3% | -63.2% | +67.5% | +0.9% |
| YTD | -19.8% | -27.1% | +7.3% | -20.3% |
| All | -19.3% | +8.6% | -27.9% | -20.0% |
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