+198.7%
B vs GIS
-33.5%
+232.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | +2.3% | -8.3% | +10.6% | +2.3% |
| 30D | +1.4% | +2.2% | -0.8% | +1.3% |
| 3M | +12.2% | +15.7% | -3.5% | +11.7% |
| 6M | -2.1% | -12.0% | +9.8% | -1.1% |
| YTD | +2.9% | -15.0% | +17.9% | +4.4% |
| 1Y | +55.3% | -20.1% | +75.4% | +58.1% |
| 3Y | +198.7% | -34.6% | +233.3% | +203.0% |
| All | +198.7% | -33.5% | +232.2% | +203.0% |
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 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