-38.6%
GIS vs PR
+86.9%
-125.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +1.5% | -9.5% | +11.0% | +1.3% |
| 30D | +9.2% | -5.7% | +14.9% | +9.0% |
| 3M | -5.4% | +3.0% | -8.4% | -5.4% |
| 6M | +3.4% | +11.8% | -8.4% | +3.5% |
| YTD | -20.5% | +58.5% | -78.9% | -20.5% |
| 1Y | -20.0% | +69.9% | -89.9% | -19.9% |
| 3Y | -38.6% | +84.9% | -123.5% | -40.5% |
| All | -38.6% | +86.9% | -125.5% | -40.5% |
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