+491.3%
GIS vs RL
+1,366.2%
-874.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.6% |
| 7D | -7.8% | -0.8% | -7.0% | -7.8% |
| 30D | +6.6% | -7.8% | +14.3% | +7.2% |
| 3M | +21.0% | -4.0% | +25.0% | +21.2% |
| 6M | -9.1% | -1.9% | -7.2% | -9.2% |
| YTD | -13.6% | -0.2% | -13.5% | -13.9% |
| 1Y | -18.0% | +10.7% | -28.7% | -19.0% |
| 3Y | -33.7% | +210.8% | -244.4% | -40.2% |
| 5Y | -19.4% | +238.2% | -257.7% | -28.7% |
| 10Y | -21.3% | +313.4% | -334.6% | -34.0% |
| All | +491.3% | +1,366.2% | -874.9% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling