-24.8%
GIS vs ROST
+55.6%
-80.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.4% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.1% | -6.9% | +0.8% | -6.0% |
| 3M | +7.8% | -3.3% | +11.2% | +8.1% |
| 6M | -8.8% | +9.0% | -17.8% | -8.6% |
| YTD | -19.1% | +28.9% | -48.0% | -19.0% |
| 1Y | -24.8% | +54.0% | -78.7% | -24.2% |
| All | -24.8% | +55.6% | -80.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling