-39.0%
GIS vs RACE
+24.7%
-63.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.3% |
| 7D | -3.4% | -1.2% | -2.1% | -3.2% |
| 30D | +6.9% | +6.1% | +0.7% | +6.3% |
| 3M | -10.1% | -0.3% | -9.8% | -10.2% |
| 6M | +5.9% | +23.4% | -17.6% | +4.1% |
| YTD | -21.1% | +12.5% | -33.6% | -22.2% |
| 1Y | -22.5% | -0.5% | -22.0% | -23.1% |
| 3Y | -39.0% | +23.6% | -62.6% | -37.7% |
| All | -39.0% | +24.7% | -63.7% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling