+84.5%
AAPL vs GIS
-37.3%
+121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.8% |
| 7D | -0.5% | -8.4% | +7.9% | +0.1% |
| 30D | +7.1% | -5.2% | +12.3% | +7.5% |
| 3M | +12.1% | +8.2% | +3.9% | +11.8% |
| 6M | +25.4% | -12.0% | +37.4% | +26.6% |
| YTD | +20.5% | -18.9% | +39.3% | +21.9% |
| 1Y | +44.5% | -23.6% | +68.1% | +46.8% |
| All | +84.5% | -37.3% | +121.8% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling