+1,163.5%
C vs GIS
+1,507.8%
-344.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +3.6% | -7.8% | +11.5% | +7.0% |
| 30D | +0.1% | +6.6% | -6.5% | -2.8% |
| 3M | +2.4% | +21.0% | -18.6% | -6.4% |
| 6M | +24.9% | -9.1% | +34.0% | +28.0% |
| YTD | +19.8% | -13.6% | +33.4% | +24.5% |
| 1Y | +44.9% | -18.0% | +62.9% | +53.2% |
| 3Y | +263.0% | -33.7% | +296.6% | +310.1% |
| 5Y | +129.5% | -19.4% | +149.0% | +130.5% |
| 10Y | +291.6% | -21.3% | +312.9% | +274.7% |
| All | +1,163.5% | +1,507.8% | -344.3% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling