+998.2%
C vs GIS
+1,419.4%
-421.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.5% |
| 7D | -2.4% | +3.6% | -6.0% | -3.8% |
| 30D | -6.0% | +13.9% | -19.9% | -11.1% |
| 3M | -10.5% | +0.3% | -10.9% | -11.6% |
| 6M | -5.7% | +5.0% | -10.7% | -9.4% |
| YTD | +4.1% | -18.4% | +22.5% | +9.9% |
| 1Y | +20.5% | -17.4% | +37.9% | +26.3% |
| 3Y | +208.1% | -36.9% | +245.0% | +253.2% |
| 5Y | +110.4% | -30.4% | +140.8% | +124.4% |
| 10Y | +234.6% | -13.6% | +248.2% | +200.2% |
| All | +998.2% | +1,419.4% | -421.2% | +108.5% |
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