-38.3%
GIS vs RL
+254.6%
-292.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -1.7% |
| 7D | +0.4% | +0.2% | +0.1% | +0.4% |
| 30D | +10.1% | +7.3% | +2.7% | +10.1% |
| 3M | -3.7% | +1.0% | -4.7% | -3.6% |
| 6M | +4.3% | +11.8% | -7.5% | +4.5% |
| YTD | -19.8% | +13.6% | -33.4% | -19.6% |
| 1Y | -20.5% | +24.0% | -44.5% | -20.0% |
| 3Y | -38.3% | +256.6% | -294.9% | -35.8% |
| All | -38.3% | +254.6% | -292.9% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling