+1,401.2%
GIS vs RF
+1,423.8%
-22.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | +3.6% | -0.9% | +4.5% | +3.6% |
| 30D | +13.9% | +6.0% | +7.9% | +13.4% |
| 3M | +0.3% | -8.9% | +9.2% | +1.1% |
| 6M | +5.0% | +2.3% | +2.6% | +4.7% |
| YTD | -18.4% | +7.6% | -25.9% | -18.9% |
| 1Y | -17.4% | +21.2% | -38.6% | -18.8% |
| 3Y | -36.9% | +108.5% | -145.5% | -41.1% |
| 5Y | -30.4% | +43.2% | -73.6% | -33.6% |
| 10Y | -13.6% | +288.1% | -301.7% | -26.7% |
| All | +1,401.2% | +1,423.8% | -22.6% | +637.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling