-37.6%
GIS vs POET
+120.8%
-158.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.2% |
| 7D | -6.4% | +0.4% | -6.8% | -6.4% |
| 30D | -6.1% | -10.4% | +4.3% | -6.2% |
| 3M | +7.8% | -29.3% | +37.2% | +7.5% |
| 6M | -8.8% | +6.9% | -15.6% | -8.0% |
| YTD | -19.1% | +25.6% | -44.7% | -18.2% |
| 1Y | -24.8% | +49.2% | -73.9% | -23.8% |
| 3Y | -37.6% | +128.4% | -166.0% | -36.2% |
| All | -37.6% | +120.8% | -158.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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