-23.6%
GIS vs AG
+119.5%
-143.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -3.1% |
| 7D | -8.4% | -5.8% | -2.6% | -8.5% |
| 30D | -5.2% | +6.4% | -11.6% | -5.1% |
| 3M | +8.2% | +28.4% | -20.2% | +8.9% |
| 6M | -12.0% | -24.5% | +12.4% | -12.4% |
| YTD | -18.9% | +21.2% | -40.1% | -16.7% |
| 1Y | -23.6% | +114.1% | -137.7% | -17.7% |
| All | -23.6% | +119.5% | -143.1% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling