-34.6%
GIS vs RL
+211.8%
-246.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.6% |
| 7D | -8.3% | +1.9% | -10.2% | -8.3% |
| 30D | +2.2% | -12.2% | +14.4% | +2.1% |
| 3M | +15.7% | -6.6% | +22.3% | +15.7% |
| 6M | -12.0% | +3.2% | -15.1% | -11.8% |
| YTD | -15.0% | -1.3% | -13.7% | -14.9% |
| 1Y | -20.1% | +13.6% | -33.7% | -19.7% |
| 3Y | -34.6% | +210.9% | -245.5% | -34.6% |
| All | -34.6% | +211.8% | -246.4% | -34.6% |
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