-34.9%
GIS vs PL
+33.5%
-68.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -8.1% | +22.3% | -30.3% | -7.5% |
| 30D | +5.3% | -8.3% | +13.6% | +5.3% |
| 3M | -10.5% | -43.3% | +32.7% | -11.5% |
| 6M | +1.8% | -65.8% | +67.6% | 0.0% |
| YTD | -22.9% | -29.5% | +6.6% | -23.1% |
| 1Y | -22.9% | +11.7% | -34.7% | -22.6% |
| 3Y | -40.5% | +540.6% | -581.1% | -38.7% |
| 5Y | -34.9% | +32.9% | -67.8% | -34.0% |
| All | -34.9% | +33.5% | -68.4% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling