-33.5%
GIS vs PL
+454.1%
-487.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -7.8% | -9.3% | +1.5% | -8.1% |
| 30D | +6.6% | -18.9% | +25.5% | +6.0% |
| 3M | +21.0% | -58.4% | +79.3% | +18.9% |
| 6M | -9.1% | -30.3% | +21.2% | -9.6% |
| YTD | -13.6% | -8.1% | -5.5% | -13.6% |
| 1Y | -18.0% | +180.5% | -198.5% | -16.5% |
| All | -33.5% | +454.1% | -487.6% | -33.3% |
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