-40.4%
GIS vs PL
+540.6%
-581.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -8.1% | +22.3% | -30.3% | -7.4% |
| 30D | +5.3% | -8.3% | +13.6% | +5.3% |
| 3M | -10.5% | -43.3% | +32.7% | -11.6% |
| 6M | +1.8% | -65.8% | +67.6% | -0.2% |
| YTD | -22.9% | -29.5% | +6.6% | -23.3% |
| 1Y | -22.9% | +11.7% | -34.7% | -22.7% |
| All | -40.4% | +540.6% | -581.0% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling