+5.4%
B vs GIS
-21.2%
+26.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.5% |
| 7D | -7.3% | -3.4% | -4.0% | -7.5% |
| 30D | -3.3% | +6.9% | -10.2% | -2.6% |
| 3M | -7.8% | -10.1% | +2.4% | -8.9% |
| 6M | -15.5% | +5.9% | -21.4% | -14.6% |
| YTD | -12.3% | -21.1% | +8.8% | -10.4% |
| 1Y | +5.4% | -22.5% | +27.9% | +7.1% |
| All | +5.4% | -21.2% | +26.6% | +7.1% |
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