-16.8%
GIS vs RL
+297.6%
-314.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -1.5% |
| 7D | -8.6% | -0.3% | -8.3% | -8.6% |
| 30D | -0.5% | -17.5% | +17.1% | +0.1% |
| 3M | +11.9% | -14.0% | +25.9% | +12.3% |
| 6M | -11.6% | -2.0% | -9.6% | -11.6% |
| YTD | -16.3% | -4.6% | -11.7% | -16.3% |
| 1Y | -21.8% | +9.5% | -31.3% | -22.0% |
| 3Y | -35.7% | +200.5% | -236.1% | -38.4% |
| 5Y | -22.9% | +226.3% | -249.1% | -26.9% |
| 10Y | -16.8% | +304.8% | -321.6% | -22.7% |
| All | -16.8% | +297.6% | -314.4% | -22.7% |
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