-23.6%
GIS vs ROL
-38.5%
+14.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.5% |
| 30D | -5.2% | -6.6% | +1.4% | -3.3% |
| 3M | +8.2% | -27.3% | +35.5% | +17.5% |
| 6M | -12.0% | -38.1% | +26.1% | -0.9% |
| YTD | -18.9% | -41.8% | +22.9% | -8.3% |
| 1Y | -23.6% | -37.8% | +14.2% | -14.9% |
| All | -23.6% | -38.5% | +14.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling