-17.3%
GIS vs AA
+42.1%
-59.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.3% |
| 30D | +6.9% | -0.6% | +7.5% | +6.9% |
| 3M | -10.1% | -19.7% | +9.5% | -10.1% |
| 6M | +5.9% | -41.6% | +47.4% | +5.9% |
| YTD | -21.1% | -24.6% | +3.5% | -21.2% |
| 1Y | -22.5% | +4.9% | -27.4% | -22.8% |
| 3Y | -39.0% | +66.8% | -105.8% | -39.7% |
| 5Y | -33.3% | -19.4% | -13.9% | -33.8% |
| All | -17.3% | +42.1% | -59.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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