-18.0%
GIS vs PR
+433.6%
-451.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| YTD | -13.6% | +69.3% | -82.9% | -13.8% |
| 1Y | -18.0% | +69.5% | -87.5% | -18.2% |
| 3Y | -33.7% | +81.7% | -115.4% | -34.0% |
| All | -18.0% | +433.6% | -451.7% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling