+269.3%
C vs GIS
-33.5%
+302.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.8% |
| 7D | +3.2% | -8.3% | +11.4% | +2.7% |
| 30D | +1.3% | +2.2% | -0.9% | +1.4% |
| 3M | +3.1% | +15.7% | -12.6% | +3.6% |
| 6M | +29.6% | -12.0% | +41.6% | +29.5% |
| YTD | +19.0% | -15.0% | +33.9% | +18.7% |
| 1Y | +45.6% | -20.1% | +65.8% | +45.6% |
| 3Y | +269.3% | -34.6% | +303.9% | +270.2% |
| All | +269.3% | -33.5% | +302.8% | +270.2% |
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