+105.9%
C vs GIS
-30.4%
+136.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | -2.4% | +3.6% | -6.0% | -2.4% |
| 30D | -6.0% | +13.9% | -19.9% | -6.1% |
| 3M | -10.5% | +0.3% | -10.9% | -10.7% |
| 6M | -5.7% | +5.0% | -10.7% | -6.0% |
| YTD | +4.1% | -18.4% | +22.5% | +4.8% |
| 1Y | +20.5% | -17.4% | +37.9% | +21.0% |
| 3Y | +208.1% | -36.9% | +245.0% | +214.1% |
| All | +105.9% | -30.4% | +136.3% | +98.3% |
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