-24.0%
GIS vs Q
+68.3%
-92.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +1.7% |
| 7D | -3.4% | +1.2% | -4.5% | -3.0% |
| 30D | +6.9% | -2.7% | +9.6% | +7.1% |
| 3M | -10.1% | -16.9% | +6.8% | -11.7% |
| 6M | +5.9% | -26.9% | +32.7% | +3.0% |
| YTD | -21.1% | +45.2% | -66.3% | -16.8% |
| 1Y | -22.5% | +38.1% | -60.6% | -18.5% |
| All | -24.0% | +68.3% | -92.3% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling