-16.8%
GIS vs Q
+71.3%
-88.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.2% |
| 7D | -7.8% | +0.2% | -8.1% | -7.8% |
| 30D | +6.6% | -11.1% | +17.7% | +4.9% |
| 3M | +21.0% | -22.1% | +43.1% | +17.5% |
| 6M | -9.1% | +0.5% | -9.6% | -9.6% |
| YTD | -13.6% | +47.8% | -61.4% | -9.3% |
| All | -16.8% | +71.3% | -88.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling