+96.4%
AGG vs GIS
+223.1%
-126.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -0.9% | -8.4% | +7.5% | -0.9% |
| 30D | -1.0% | -5.2% | +4.2% | -0.9% |
| 3M | -1.3% | +8.2% | -9.5% | -1.4% |
| 6M | -2.1% | -12.0% | +9.9% | -2.0% |
| YTD | -1.2% | -18.9% | +17.6% | -1.1% |
| 1Y | -0.5% | -23.6% | +23.1% | -0.3% |
| 3Y | +12.4% | -37.6% | +50.0% | +12.8% |
| 5Y | -2.4% | -25.2% | +22.8% | -2.0% |
| 10Y | +14.3% | -19.3% | +33.7% | +14.9% |
| All | +96.4% | +223.1% | -126.7% | +98.7% |
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