-39.2%
GIS vs ROP
-5.5%
-33.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.6% | -2.9% | -1.6% | -3.7% |
| 30D | +6.6% | +30.1% | -23.4% | -1.0% |
| 3M | -8.1% | +19.9% | -28.0% | -12.8% |
| 6M | +4.9% | +46.0% | -41.1% | -4.7% |
| YTD | -21.4% | +8.4% | -29.7% | -24.5% |
| 1Y | -21.6% | +8.8% | -30.4% | -24.8% |
| All | -39.2% | -5.5% | -33.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling