-26.3%
LOW vs GIS
-24.1%
-2.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -6.4% | +2.6% | -1.7% |
| 30D | -8.9% | -6.1% | -2.8% | -7.2% |
| 3M | -10.4% | +7.8% | -18.2% | -12.8% |
| 6M | -19.4% | -8.8% | -10.6% | -17.7% |
| YTD | -17.1% | -19.1% | +2.0% | -13.3% |
| 1Y | -26.3% | -24.8% | -1.5% | -22.5% |
| All | -26.3% | -24.1% | -2.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling