-19.2%
GIS vs RF
+219.4%
-238.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -8.1% | +0.4% | -8.4% | -8.1% |
| 30D | +5.3% | +5.6% | -0.2% | +4.9% |
| 3M | -10.5% | -8.9% | -1.7% | -10.0% |
| 6M | +1.8% | +7.1% | -5.3% | +1.3% |
| YTD | -22.9% | +8.3% | -31.3% | -23.4% |
| 1Y | -22.9% | +16.8% | -39.8% | -23.8% |
| 3Y | -40.5% | +115.0% | -155.5% | -43.8% |
| 5Y | -34.9% | +46.4% | -81.3% | -37.3% |
| All | -19.2% | +219.4% | -238.6% | -26.3% |
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