+1,045.8%
C vs GIS
+1,363.8%
-318.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -0.4% | -4.6% | +4.1% | +1.3% |
| 30D | -5.3% | +6.6% | -11.9% | -8.1% |
| 3M | -8.0% | -8.1% | +0.1% | -5.9% |
| 6M | -0.3% | +4.9% | -5.2% | -4.2% |
| YTD | +8.6% | -21.4% | +30.0% | +16.3% |
| 1Y | +25.8% | -21.6% | +47.4% | +34.7% |
| 3Y | +221.2% | -39.3% | +260.5% | +273.6% |
| 5Y | +113.6% | -33.2% | +146.7% | +131.4% |
| 10Y | +218.3% | -17.3% | +235.6% | +191.2% |
| All | +1,045.8% | +1,363.8% | -318.0% | +120.7% |
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