+45.5%
C vs GIS
-23.7%
+69.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | 0.0% |
| 7D | +0.3% | -8.4% | +8.7% | -1.0% |
| 30D | +2.0% | -5.2% | +7.2% | +1.3% |
| 3M | +4.4% | +8.2% | -3.8% | +5.6% |
| 6M | +28.3% | -12.0% | +40.4% | +25.7% |
| YTD | +20.5% | -18.9% | +39.4% | +16.2% |
| 1Y | +45.5% | -23.6% | +69.2% | +39.6% |
| All | +45.5% | -23.7% | +69.2% | +39.6% |
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