+6.1%
IYR vs GIS
-25.0%
+31.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.2% |
| 7D | -2.8% | -8.4% | +5.6% | -0.7% |
| 30D | -2.5% | -5.2% | +2.7% | -1.4% |
| 3M | -3.0% | +8.2% | -11.1% | -5.3% |
| 6M | +1.6% | -12.0% | +13.7% | +4.4% |
| YTD | +7.3% | -18.9% | +26.2% | +12.2% |
| 1Y | +5.6% | -23.6% | +29.2% | +12.1% |
| 3Y | +28.1% | -37.6% | +65.7% | +42.5% |
| 5Y | +6.1% | -25.2% | +31.3% | +6.5% |
| All | +6.1% | -25.0% | +31.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling