-21.6%
GIS vs AA
+17.9%
-39.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.5% |
| 7D | -8.3% | +1.7% | -9.9% | -8.3% |
| 30D | +2.2% | +3.3% | -1.2% | +2.2% |
| 3M | +15.7% | -29.4% | +45.1% | +15.5% |
| 6M | -12.0% | -12.8% | +0.8% | -12.0% |
| YTD | -15.0% | -2.1% | -12.8% | -15.0% |
| 1Y | -20.1% | +62.8% | -82.9% | -20.3% |
| 3Y | -34.6% | +90.5% | -125.1% | -35.2% |
| All | -21.6% | +17.9% | -39.5% | -21.5% |
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