-17.4%
GIS vs RACE
+10.6%
-27.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +4.3% |
| 7D | +8.5% | +9.9% | -1.4% | +6.5% |
| 30D | +15.3% | +12.8% | +2.5% | +12.8% |
| 3M | +0.9% | +7.4% | -6.4% | -0.5% |
| 6M | +7.9% | +27.6% | -19.7% | +3.4% |
| YTD | -17.6% | +18.4% | -36.0% | -21.3% |
| 1Y | -17.4% | +9.5% | -26.9% | -19.6% |
| All | -17.4% | +10.6% | -27.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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