-34.6%
GIS vs ROL
+1.0%
-35.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -0.9% |
| 7D | -8.3% | -3.4% | -4.8% | -7.4% |
| 30D | +2.2% | -6.9% | +9.1% | +4.1% |
| 3M | +15.7% | -24.6% | +40.3% | +24.1% |
| 6M | -12.0% | -39.5% | +27.6% | -0.6% |
| YTD | -15.0% | -41.1% | +26.1% | -3.8% |
| 1Y | -20.1% | -37.9% | +17.8% | -10.9% |
| 3Y | -34.6% | +0.8% | -35.4% | -33.4% |
| All | -34.6% | +1.0% | -35.6% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling