-18.0%
GIS vs RBRK
+6.4%
-24.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.4% |
| 7D | -7.8% | +0.7% | -8.5% | -7.8% |
| 30D | +6.6% | +10.4% | -3.9% | +7.1% |
| 3M | +21.0% | +21.6% | -0.7% | +22.1% |
| 6M | -9.1% | +70.7% | -79.8% | -6.4% |
| YTD | -13.6% | +22.5% | -36.1% | -12.7% |
| 1Y | -18.0% | +8.2% | -26.2% | -17.3% |
| All | -18.0% | +6.4% | -24.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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