-16.4%
GIS vs RL
+369.1%
-385.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +9.2% | +7.6% | +1.6% | +9.0% |
| 3M | -5.4% | -1.5% | -3.9% | -5.4% |
| 6M | +3.4% | +12.1% | -8.6% | +3.0% |
| YTD | -20.5% | +13.9% | -34.4% | -20.8% |
| 1Y | -20.0% | +20.7% | -40.6% | -20.5% |
| 3Y | -38.6% | +260.6% | -299.2% | -41.5% |
| 5Y | -33.1% | +248.9% | -281.9% | -36.6% |
| 10Y | -16.4% | +355.9% | -372.3% | -21.9% |
| All | -16.4% | +369.1% | -385.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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