-12.0%
GIS vs POET
+13.3%
-25.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.0% | -3.3% |
| 7D | -8.4% | +3.7% | -12.1% | -8.2% |
| 30D | -5.2% | -11.5% | +6.3% | -5.5% |
| 3M | +8.2% | -30.8% | +39.0% | +7.5% |
| 6M | -12.0% | +8.6% | -20.6% | -12.2% |
| All | -12.0% | +13.3% | -25.3% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling