-18.0%
GIS vs RSG
-3.6%
-14.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | -7.8% | +0.3% | -8.1% | -8.0% |
| 30D | +6.6% | +7.6% | -1.0% | +2.6% |
| 3M | +21.0% | +7.4% | +13.5% | +17.0% |
| 6M | -9.1% | -3.3% | -5.8% | -7.6% |
| YTD | -13.6% | +6.0% | -19.6% | -16.2% |
| 1Y | -18.0% | -3.7% | -14.3% | -17.7% |
| All | -18.0% | -3.6% | -14.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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