-17.3%
GIS vs ROP
+185.2%
-202.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +6.9% | +28.8% | -21.9% | -0.2% |
| 3M | -10.1% | +21.1% | -31.2% | -14.7% |
| 6M | +5.9% | +52.5% | -46.7% | -5.5% |
| YTD | -21.1% | +8.9% | -30.0% | -23.6% |
| 1Y | -22.5% | +8.2% | -30.7% | -24.8% |
| 3Y | -39.0% | -5.2% | -33.8% | -39.2% |
| 5Y | -33.3% | +1.7% | -35.1% | -35.5% |
| All | -17.3% | +185.2% | -202.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling