-22.5%
GIS vs RF
+18.9%
-41.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | -3.4% | +1.9% | -5.3% | -3.8% |
| 30D | +6.9% | +7.3% | -0.4% | +5.2% |
| 3M | -10.1% | -7.9% | -2.2% | -8.7% |
| 6M | +5.9% | +10.5% | -4.7% | +4.2% |
| YTD | -21.1% | +9.6% | -30.7% | -22.2% |
| 1Y | -22.5% | +20.3% | -42.8% | -24.9% |
| All | -22.5% | +18.9% | -41.4% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling