+1,488.6%
GIS vs AA
+295.2%
+1,193.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -7.8% | -0.7% | -7.2% | -7.8% |
| 30D | +6.6% | +5.0% | +1.6% | +6.2% |
| 3M | +21.0% | -35.8% | +56.8% | +24.1% |
| 6M | -9.1% | -18.4% | +9.3% | -8.5% |
| YTD | -13.6% | -5.5% | -8.1% | -14.1% |
| 1Y | -18.0% | +61.0% | -79.0% | -21.8% |
| 3Y | -33.7% | +66.2% | -99.9% | -38.2% |
| 5Y | -19.4% | +11.4% | -30.8% | -25.0% |
| 10Y | -21.3% | +116.9% | -138.1% | -36.0% |
| All | +1,488.6% | +295.2% | +1,193.4% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling