+2,841.0%
GE vs GIS
+1,368.5%
+1,472.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +2.7% | -3.4% | +6.0% | +3.8% |
| 30D | +8.1% | +6.9% | +1.2% | +5.3% |
| 3M | -7.9% | -10.1% | +2.3% | -5.4% |
| 6M | +12.9% | +5.9% | +7.0% | +8.9% |
| YTD | +8.2% | -21.1% | +29.3% | +14.5% |
| 1Y | +9.7% | -22.5% | +32.2% | +16.6% |
| 3Y | +266.1% | -39.0% | +305.1% | +312.8% |
| 5Y | +407.4% | -33.3% | +440.7% | +439.8% |
| 10Y | +150.3% | -17.0% | +167.4% | +131.0% |
| All | +2,841.0% | +1,368.5% | +1,472.5% | +639.5% |
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