-33.2%
GIS vs AA
-11.0%
-22.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.5% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | -8.1% | -23.9% | +15.8% | -8.4% |
| 6M | +4.9% | -36.8% | +41.7% | +4.5% |
| YTD | -21.4% | -22.2% | +0.8% | -21.6% |
| 1Y | -21.6% | +10.4% | -32.0% | -21.9% |
| 3Y | -39.3% | +72.0% | -111.3% | -40.2% |
| 5Y | -33.2% | -15.6% | -17.6% | -33.0% |
| All | -33.2% | -11.0% | -22.2% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling