+214.8%
B vs GIS
-16.9%
+231.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.0% |
| 7D | -7.3% | -3.4% | -4.0% | -6.9% |
| 30D | -3.3% | +6.9% | -10.2% | -4.3% |
| 3M | -7.8% | -10.1% | +2.4% | -6.6% |
| 6M | -15.5% | +5.9% | -21.4% | -16.8% |
| YTD | -12.3% | -21.1% | +8.8% | -9.5% |
| 1Y | +5.4% | -22.5% | +27.9% | +9.0% |
| 3Y | +165.5% | -39.0% | +204.5% | +184.3% |
| 5Y | +107.0% | -33.3% | +140.4% | +116.8% |
| All | +214.8% | -16.9% | +231.7% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling