-18.5%
GIS vs RACE
+793.3%
-811.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -8.3% | -1.0% | -7.2% | -8.2% |
| 30D | +2.2% | -1.5% | +3.7% | +2.3% |
| 3M | +15.7% | +15.5% | +0.2% | +13.6% |
| 6M | -12.0% | +17.3% | -29.3% | -13.8% |
| YTD | -15.0% | +11.1% | -26.1% | -16.4% |
| 1Y | -20.1% | -14.3% | -5.9% | -19.2% |
| 3Y | -34.6% | +40.2% | -74.8% | -38.7% |
| 5Y | -22.8% | +92.6% | -115.4% | -31.9% |
| 10Y | -18.5% | +786.6% | -805.1% | -48.8% |
| All | -18.5% | +793.3% | -811.8% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling