-18.0%
GIS vs RF
+89.8%
-107.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -7.8% | +1.3% | -9.2% | -7.9% |
| 30D | +6.6% | -3.6% | +10.2% | +6.8% |
| 3M | +21.0% | +8.1% | +12.9% | +20.4% |
| 6M | -9.1% | +11.5% | -20.5% | -9.7% |
| YTD | -13.6% | +15.6% | -29.2% | -14.5% |
| 1Y | -18.0% | +15.7% | -33.7% | -18.9% |
| 3Y | -33.7% | +86.9% | -120.6% | -36.5% |
| All | -18.0% | +89.8% | -107.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling