-22.8%
GIS vs RL
+241.4%
-264.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +15.7% | -6.6% | +22.3% | +15.8% |
| 6M | -12.0% | +3.2% | -15.1% | -12.0% |
| YTD | -15.0% | -1.3% | -13.7% | -15.0% |
| 1Y | -20.1% | +13.6% | -33.7% | -20.2% |
| 3Y | -34.6% | +210.9% | -245.5% | -36.6% |
| 5Y | -22.8% | +246.9% | -269.7% | -26.8% |
| All | -22.8% | +241.4% | -264.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling