-7.0%
GIS vs RACE
+663.9%
-670.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | +0.4% | +3.9% | -3.5% | -0.1% |
| 30D | +10.1% | +7.4% | +2.6% | +9.2% |
| 3M | -3.7% | +1.6% | -5.3% | -3.9% |
| 6M | +4.3% | +23.3% | -19.1% | +1.6% |
| YTD | -19.8% | +14.7% | -34.5% | -21.4% |
| 1Y | -20.5% | +2.5% | -23.0% | -21.1% |
| 3Y | -38.3% | +28.0% | -66.3% | -41.2% |
| 5Y | -32.2% | +69.8% | -102.0% | -38.2% |
| 10Y | -18.0% | +734.9% | -752.9% | -39.1% |
| All | -7.0% | +663.9% | -670.9% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling