+33.9%
AAPL vs GIS
-18.7%
+52.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | +0.1% | -7.8% | +7.9% | +0.4% |
| 30D | +3.0% | +6.6% | -3.6% | +2.9% |
| 3M | +2.9% | +21.0% | -18.1% | +3.6% |
| 6M | +22.1% | -9.1% | +31.2% | +21.6% |
| YTD | +18.0% | -13.6% | +31.6% | +16.6% |
| 1Y | +33.9% | -18.0% | +52.0% | +31.3% |
| All | +33.9% | -18.7% | +52.6% | +31.3% |
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