+11,573.1%
COST vs GIS
+1,457.4%
+10,115.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -2.8% | -8.6% | +5.8% | +0.4% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | -6.7% | +11.9% | -18.6% | -10.9% |
| 6M | -9.9% | -11.6% | +1.6% | -6.6% |
| YTD | +5.1% | -16.3% | +21.5% | +10.8% |
| 1Y | -7.3% | -21.8% | +14.5% | -0.2% |
| 3Y | +70.4% | -35.7% | +106.0% | +93.2% |
| 5Y | +104.4% | -22.9% | +127.3% | +113.3% |
| 10Y | +609.0% | -16.8% | +625.8% | +594.1% |
| All | +11,573.1% | +1,457.4% | +10,115.7% | +2,957.0% |
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