+803.7%
B vs GIS
+1,507.8%
-704.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | -1.6% | -7.8% | +6.3% | -0.9% |
| 30D | +9.4% | +6.6% | +2.9% | +8.8% |
| 3M | +5.0% | +21.0% | -16.0% | +3.0% |
| 6M | -3.5% | -9.1% | +5.5% | -2.9% |
| YTD | +4.5% | -13.6% | +18.1% | +5.5% |
| 1Y | +67.8% | -18.0% | +85.8% | +70.1% |
| 3Y | +196.7% | -33.7% | +230.4% | +205.7% |
| 5Y | +151.9% | -19.4% | +171.4% | +155.0% |
| 10Y | +202.2% | -21.3% | +223.4% | +204.8% |
| All | +803.7% | +1,507.8% | -704.1% | +1,166.8% |
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