-22.5%
GIS vs PL
+84.9%
-107.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -7.8% | -9.3% | +1.5% | -8.0% |
| 30D | +6.6% | -18.9% | +25.5% | +6.1% |
| 3M | +21.0% | -58.4% | +79.3% | +19.1% |
| 6M | -9.1% | -30.3% | +21.2% | -9.5% |
| YTD | -13.6% | -8.1% | -5.5% | -13.5% |
| 1Y | -18.0% | +180.5% | -198.5% | -16.4% |
| 3Y | -33.7% | +444.1% | -477.8% | -31.7% |
| 5Y | -19.4% | +83.0% | -102.5% | -17.2% |
| All | -22.5% | +84.9% | -107.4% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling