+699.9%
IYR vs GIS
+343.0%
+356.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -0.4% | -8.3% | +7.9% | +3.1% |
| 30D | -2.5% | +2.2% | -4.7% | -3.6% |
| 3M | +1.5% | +15.7% | -14.2% | -5.0% |
| 6M | +3.9% | -12.0% | +15.8% | +8.4% |
| YTD | +9.5% | -15.0% | +24.5% | +15.4% |
| 1Y | +7.5% | -20.1% | +27.6% | +15.9% |
| 3Y | +30.8% | -34.6% | +65.4% | +51.2% |
| 5Y | +4.8% | -22.8% | +27.6% | +10.4% |
| 10Y | +64.3% | -18.5% | +82.8% | +62.3% |
| All | +699.9% | +343.0% | +356.8% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling