+131.6%
C vs GIS
-21.0%
+152.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +3.2% | -8.3% | +11.4% | +3.3% |
| 30D | +1.3% | +2.2% | -0.9% | +1.2% |
| 3M | +3.1% | +15.7% | -12.6% | +2.4% |
| 6M | +29.6% | -12.0% | +41.6% | +30.5% |
| YTD | +19.0% | -15.0% | +33.9% | +19.8% |
| 1Y | +45.6% | -20.1% | +65.8% | +47.4% |
| 3Y | +269.3% | -34.6% | +303.9% | +277.8% |
| 5Y | +131.6% | -22.8% | +154.4% | +116.6% |
| All | +131.6% | -21.0% | +152.6% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling