-14.9%
GIS vs PR
+152.6%
-167.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | +3.6% | -16.4% | +20.0% | +3.2% |
| 30D | +13.9% | -1.9% | +15.8% | +13.9% |
| 3M | +0.3% | +8.0% | -7.6% | +0.5% |
| 6M | +5.0% | +4.1% | +0.9% | +5.1% |
| YTD | -18.4% | +58.7% | -77.1% | -17.5% |
| 1Y | -17.4% | +75.8% | -93.3% | -16.4% |
| 3Y | -36.9% | +73.2% | -110.1% | -36.0% |
| 5Y | -30.4% | +230.1% | -260.5% | -27.8% |
| 10Y | -13.6% | +67.4% | -81.0% | +0.9% |
| All | -14.9% | +152.6% | -167.5% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling