-17.3%
GIS vs RF
+223.4%
-240.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | -3.4% | +1.9% | -5.3% | -3.5% |
| 30D | +6.9% | +7.3% | -0.4% | +6.4% |
| 3M | -10.1% | -7.9% | -2.2% | -9.6% |
| 6M | +5.9% | +10.5% | -4.7% | +5.1% |
| YTD | -21.1% | +9.6% | -30.7% | -21.6% |
| 1Y | -22.5% | +20.3% | -42.8% | -23.5% |
| 3Y | -39.0% | +119.5% | -158.5% | -42.4% |
| 5Y | -33.3% | +48.2% | -81.5% | -35.9% |
| All | -17.3% | +223.4% | -240.6% | -24.6% |
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