-37.4%
GIS vs RUN
-38.5%
+1.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -3.0% |
| 7D | -8.4% | -3.4% | -5.0% | -8.4% |
| 30D | -5.2% | -14.0% | +8.8% | -5.0% |
| 3M | +8.2% | -27.5% | +35.6% | +8.5% |
| 6M | -12.0% | -29.0% | +17.0% | -11.8% |
| YTD | -18.9% | -53.1% | +34.2% | -18.4% |
| 1Y | -23.6% | -46.7% | +23.1% | -23.5% |
| All | -37.4% | -38.5% | +1.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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