-22.9%
GIS vs PL
+10.1%
-33.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.2% |
| 7D | -8.1% | +22.3% | -30.3% | -6.8% |
| 30D | +5.3% | -8.3% | +13.6% | +5.3% |
| 3M | -10.5% | -43.3% | +32.7% | -12.5% |
| 6M | +1.8% | -65.8% | +67.6% | -1.8% |
| YTD | -22.9% | -29.5% | +6.6% | -23.6% |
| 1Y | -22.9% | +11.7% | -34.7% | -23.9% |
| All | -22.9% | +10.1% | -33.0% | -23.9% |
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