+195.3%
B vs GIS
-38.3%
+233.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.2% |
| 7D | +11.3% | +0.4% | +11.0% | +11.3% |
| 30D | +2.9% | +10.1% | -7.1% | +3.1% |
| 3M | -2.9% | -3.7% | +0.8% | -2.9% |
| 6M | -1.2% | +4.3% | -5.5% | -1.1% |
| YTD | -1.3% | -19.8% | +18.5% | -0.2% |
| 1Y | +30.4% | -20.5% | +50.9% | +31.8% |
| 3Y | +195.3% | -38.3% | +233.6% | +198.1% |
| All | +195.3% | -38.3% | +233.5% | +198.1% |
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 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