-4.6%
GIS vs RUN
-29.4%
+24.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.6% |
| 7D | -8.3% | +10.2% | -18.4% | -8.3% |
| 30D | +2.2% | -9.6% | +11.8% | +2.2% |
| 3M | +15.7% | -31.5% | +47.2% | +15.8% |
| 6M | -12.0% | -18.7% | +6.7% | -12.0% |
| YTD | -15.0% | -49.9% | +34.9% | -14.9% |
| 1Y | -20.1% | -45.5% | +25.4% | -20.1% |
| 3Y | -34.6% | -34.1% | -0.5% | -34.9% |
| 5Y | -22.8% | -79.4% | +56.6% | -23.0% |
| 10Y | -18.5% | +48.9% | -67.4% | -20.0% |
| All | -4.6% | -29.4% | +24.8% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling