-33.2%
GIS vs ROP
+1.6%
-34.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.6% | -2.9% | -1.6% | -3.8% |
| 30D | +6.6% | +30.1% | -23.4% | -0.4% |
| 3M | -8.1% | +19.9% | -28.0% | -12.4% |
| 6M | +4.9% | +46.0% | -41.1% | -4.4% |
| YTD | -21.4% | +8.4% | -29.7% | -23.9% |
| 1Y | -21.6% | +8.8% | -30.4% | -24.3% |
| 3Y | -39.3% | -5.6% | -33.7% | -39.8% |
| 5Y | -33.2% | +3.0% | -36.2% | -35.5% |
| All | -33.2% | +1.6% | -34.8% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling