+448.9%
GIS vs RL
+1,568.4%
-1,119.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -2.2% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +10.1% | +7.3% | +2.7% | +9.5% |
| 3M | -3.7% | +1.0% | -4.7% | -3.8% |
| 6M | +4.3% | +11.8% | -7.5% | +3.2% |
| YTD | -19.8% | +13.6% | -33.4% | -20.9% |
| 1Y | -20.5% | +24.0% | -44.5% | -22.1% |
| 3Y | -38.3% | +256.6% | -294.9% | -45.0% |
| 5Y | -32.2% | +240.2% | -272.4% | -39.9% |
| 10Y | -18.0% | +373.0% | -390.9% | -31.9% |
| All | +448.9% | +1,568.4% | -1,119.6% | +289.4% |
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