+86.4%
F vs GIS
-18.7%
+105.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.7% | -4.0% |
| 7D | +1.2% | -8.3% | +9.4% | +2.7% |
| 30D | +1.2% | +2.2% | -0.9% | +0.8% |
| 3M | -5.7% | +15.7% | -21.4% | -8.4% |
| 6M | +17.9% | -12.0% | +29.9% | +20.4% |
| YTD | +10.4% | -15.0% | +25.4% | +13.2% |
| 1Y | +25.3% | -20.1% | +45.5% | +29.9% |
| 3Y | +37.5% | -34.6% | +72.1% | +47.6% |
| 5Y | +46.5% | -22.8% | +69.4% | +50.6% |
| 10Y | +86.4% | -18.5% | +104.9% | +93.4% |
| All | +86.4% | -18.7% | +105.0% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling