-43.9%
GIS vs RBRK
+124.5%
-168.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.4% |
| 7D | -6.4% | -7.5% | +1.1% | -6.7% |
| 30D | -6.1% | -10.4% | +4.3% | -6.5% |
| 3M | +7.8% | +21.3% | -13.4% | +9.1% |
| 6M | -8.8% | +50.6% | -59.4% | -6.4% |
| YTD | -19.1% | +13.3% | -32.4% | -18.1% |
| 1Y | -24.8% | +11.2% | -36.0% | -23.8% |
| All | -43.9% | +124.5% | -168.4% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling