+683.2%
GIS vs ROP
+25,523.2%
-24,840.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.1% |
| 7D | -7.8% | -4.4% | -3.4% | -7.4% |
| 30D | +6.6% | +3.2% | +3.3% | +6.2% |
| 3M | +21.0% | +23.1% | -2.1% | +18.1% |
| 6M | -9.1% | +13.3% | -22.4% | -10.4% |
| YTD | -13.6% | -7.9% | -5.8% | -13.0% |
| 1Y | -18.0% | -22.1% | +4.0% | -15.9% |
| 3Y | -33.7% | -16.8% | -16.9% | -32.6% |
| 5Y | -19.4% | -13.5% | -5.9% | -18.8% |
| 10Y | -21.3% | +137.7% | -158.9% | -28.9% |
| All | +683.2% | +25,523.2% | -24,840.0% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling