-22.9%
GIS vs ROL
-6.0%
-16.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -8.6% | -3.3% | -5.3% | -7.9% |
| 30D | -0.5% | -7.2% | +6.8% | +1.2% |
| 3M | +11.9% | -27.0% | +38.9% | +19.8% |
| 6M | -11.6% | -39.5% | +27.9% | -1.5% |
| YTD | -16.3% | -41.8% | +25.5% | -6.3% |
| 1Y | -21.8% | -38.9% | +17.1% | -13.4% |
| 3Y | -35.7% | -0.4% | -35.3% | -35.3% |
| 5Y | -22.9% | -4.2% | -18.7% | -22.0% |
| All | -22.9% | -6.0% | -16.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling