+262.7%
GE vs GIS
-35.3%
+298.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -3.0% |
| 7D | -1.2% | -8.6% | +7.4% | -2.4% |
| 30D | -11.3% | -0.5% | -10.8% | -11.3% |
| 3M | -1.4% | +11.9% | -13.3% | 0.0% |
| 6M | +1.2% | -11.6% | +12.8% | -0.8% |
| YTD | +5.9% | -16.3% | +22.3% | +3.0% |
| 1Y | +18.4% | -21.8% | +40.2% | +14.1% |
| All | +262.7% | -35.3% | +298.0% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling