-21.6%
GIS vs PR
+73.4%
-95.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | +6.6% | -4.6% | +11.2% | +6.2% |
| 3M | -8.1% | +4.7% | -12.8% | -8.5% |
| 6M | +4.9% | +12.4% | -7.5% | +4.4% |
| YTD | -21.4% | +62.9% | -84.2% | -30.0% |
| 1Y | -21.6% | +70.6% | -92.2% | -32.2% |
| All | -21.6% | +73.4% | -95.0% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling