-19.2%
GIS vs PR
+83.7%
-102.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -8.1% | +6.7% | -14.8% | -7.9% |
| 30D | +5.3% | -6.1% | +11.5% | +5.2% |
| 3M | -10.5% | +6.9% | -17.4% | -10.4% |
| 6M | +1.8% | +14.6% | -12.8% | +2.2% |
| YTD | -22.9% | +66.1% | -89.1% | -22.1% |
| 1Y | -22.9% | +77.0% | -100.0% | -21.9% |
| 3Y | -40.5% | +93.8% | -134.4% | -39.5% |
| 5Y | -34.9% | +268.2% | -303.1% | -32.3% |
| All | -19.2% | +83.7% | -102.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling