-18.0%
GIS vs RACE
+93.6%
-111.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | -7.8% | -2.5% | -5.3% | -7.7% |
| 30D | +6.6% | +0.8% | +5.8% | +6.5% |
| 3M | +21.0% | +17.2% | +3.8% | +19.5% |
| 6M | -9.1% | +13.6% | -22.7% | -10.1% |
| YTD | -13.6% | +12.2% | -25.8% | -14.7% |
| 1Y | -18.0% | -16.3% | -1.8% | -17.7% |
| 3Y | -33.7% | +36.4% | -70.1% | -35.7% |
| All | -18.0% | +93.6% | -111.6% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling