-18.5%
GIS vs RF
+334.9%
-353.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.3% | +2.7% | -10.9% | -8.4% |
| 30D | +2.2% | -3.4% | +5.5% | +2.4% |
| 3M | +15.7% | +6.4% | +9.3% | +15.2% |
| 6M | -12.0% | +13.4% | -25.4% | -12.7% |
| YTD | -15.0% | +14.2% | -29.2% | -15.8% |
| 1Y | -20.1% | +15.7% | -35.8% | -21.0% |
| 3Y | -34.6% | +91.3% | -125.9% | -37.7% |
| 5Y | -22.8% | +89.8% | -112.6% | -26.9% |
| 10Y | -18.5% | +336.7% | -355.2% | -27.7% |
| All | -18.5% | +334.9% | -353.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling