+127.8%
AAPL vs GIS
-25.1%
+152.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +3.8% | -6.4% | +10.2% | +4.7% |
| 30D | +9.9% | -6.1% | +16.0% | +10.7% |
| 3M | +12.5% | +7.8% | +4.7% | +11.4% |
| 6M | +27.6% | -8.8% | +36.4% | +29.1% |
| YTD | +22.6% | -19.1% | +41.7% | +25.6% |
| 1Y | +45.0% | -24.8% | +69.7% | +50.0% |
| 3Y | +87.8% | -37.6% | +125.3% | +97.5% |
| All | +127.8% | -25.1% | +152.9% | +129.0% |
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