+438.3%
GIS vs RL
+1,549.7%
-1,111.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -4.6% | -4.4% | -0.2% | -4.3% |
| 30D | +6.6% | +5.6% | +1.0% | +6.1% |
| 3M | -8.1% | -0.6% | -7.5% | -8.1% |
| 6M | +4.9% | +15.5% | -10.5% | +3.6% |
| YTD | -21.4% | +12.3% | -33.7% | -22.3% |
| 1Y | -21.6% | +19.3% | -40.9% | -23.0% |
| 3Y | -39.3% | +255.5% | -294.8% | -45.8% |
| 5Y | -33.2% | +247.1% | -280.2% | -40.9% |
| 10Y | -17.3% | +346.0% | -363.3% | -31.0% |
| All | +438.3% | +1,549.7% | -1,111.4% | +282.2% |
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