-39.0%
GIS vs PR
+95.8%
-134.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.4% |
| 7D | -3.4% | +6.0% | -9.3% | -3.2% |
| 30D | +6.9% | -4.2% | +11.1% | +6.8% |
| 3M | -10.1% | +10.0% | -20.1% | -10.0% |
| 6M | +5.9% | +15.6% | -9.8% | +6.1% |
| YTD | -21.1% | +68.2% | -89.3% | -21.0% |
| 1Y | -22.5% | +79.2% | -101.7% | -22.3% |
| 3Y | -39.0% | +94.9% | -133.9% | -40.8% |
| All | -39.0% | +95.8% | -134.8% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling