-30.4%
GIS vs PL
+20.8%
-51.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -2.3% |
| 7D | +3.6% | -6.8% | +10.4% | +3.4% |
| 30D | +13.9% | -29.3% | +43.2% | +13.1% |
| 3M | +0.3% | -44.8% | +45.1% | -0.9% |
| 6M | +5.0% | -68.4% | +73.3% | +2.9% |
| YTD | -18.4% | -36.4% | +18.0% | -18.8% |
| 1Y | -17.4% | +0.7% | -18.2% | -17.3% |
| 3Y | -36.9% | +455.3% | -492.2% | -35.2% |
| All | -30.4% | +20.8% | -51.2% | -29.3% |
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 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