+294.7%
C vs GIS
-19.2%
+313.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +2.6% | -8.6% | +11.2% | +3.6% |
| 30D | +1.9% | -0.5% | +2.4% | +1.8% |
| 3M | +2.8% | +11.9% | -9.1% | +1.0% |
| 6M | +30.6% | -11.6% | +42.1% | +32.3% |
| YTD | +19.9% | -16.3% | +36.2% | +22.1% |
| 1Y | +44.6% | -21.8% | +66.3% | +48.7% |
| 3Y | +272.1% | -35.7% | +307.8% | +291.7% |
| 5Y | +132.0% | -22.9% | +154.8% | +132.7% |
| 10Y | +294.7% | -16.8% | +311.5% | +287.7% |
| All | +294.7% | -19.2% | +313.9% | +287.7% |
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