-33.5%
GIS vs PR
+73.2%
-106.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -7.8% | +2.9% | -10.8% | -7.8% |
| 30D | +6.6% | +18.0% | -11.5% | +6.6% |
| 3M | +21.0% | +16.9% | +4.1% | +21.0% |
| 6M | -9.1% | +28.2% | -37.3% | -9.2% |
| YTD | -13.6% | +69.3% | -82.9% | -14.1% |
| 1Y | -18.0% | +69.5% | -87.5% | -18.4% |
| All | -33.5% | +73.2% | -106.7% | -36.1% |
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