+52.4%
GEV vs GIS
-17.8%
+70.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.2% | -14.5% | -5.9% |
| 7D | -5.1% | +8.5% | -13.6% | +0.4% |
| 30D | -15.8% | +15.3% | -31.1% | -7.0% |
| 3M | -18.2% | +0.9% | -19.1% | -15.6% |
| 6M | -22.4% | +7.9% | -30.3% | -15.2% |
| YTD | +27.7% | -17.6% | +45.3% | +19.5% |
| 1Y | +52.4% | -17.4% | +69.7% | +43.8% |
| All | +52.4% | -17.8% | +70.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling