-20.8%
GIS vs AG
+73.4%
-94.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -3.0% |
| 7D | -8.4% | -5.8% | -2.6% | -8.4% |
| 30D | -5.2% | +6.4% | -11.6% | -5.3% |
| 3M | +8.2% | +28.4% | -20.2% | +7.9% |
| 6M | -12.0% | -24.5% | +12.4% | -11.9% |
| YTD | -18.9% | +21.2% | -40.1% | -19.1% |
| 1Y | -23.6% | +114.1% | -137.7% | -24.5% |
| 3Y | -37.6% | +268.0% | -305.7% | -39.3% |
| 5Y | -25.2% | +67.3% | -92.5% | -26.6% |
| All | -20.8% | +73.4% | -94.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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