-21.1%
GIS vs AA
+122.9%
-144.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -3.4% | -3.0% | -6.4% |
| 30D | -6.1% | -5.8% | -0.3% | -6.1% |
| 3M | +7.8% | -29.9% | +37.7% | +7.9% |
| 6M | -8.8% | -27.0% | +18.2% | -8.8% |
| YTD | -19.1% | -8.7% | -10.4% | -19.2% |
| 1Y | -24.8% | +50.6% | -75.4% | -25.1% |
| 3Y | -37.6% | +74.1% | -111.6% | -38.2% |
| 5Y | -25.4% | +2.6% | -28.0% | -26.0% |
| All | -21.1% | +122.9% | -144.0% | -28.2% |
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