-21.6%
GIS vs AG
+65.9%
-87.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | -8.3% | +4.5% | -12.8% | -8.3% |
| 30D | +2.2% | +12.9% | -10.7% | +2.2% |
| 3M | +15.7% | +20.9% | -5.2% | +15.7% |
| 6M | -12.0% | -19.5% | +7.6% | -11.9% |
| YTD | -15.0% | +24.8% | -39.8% | -14.9% |
| 1Y | -20.1% | +120.2% | -140.4% | -20.3% |
| 3Y | -34.6% | +279.0% | -313.6% | -35.6% |
| All | -21.6% | +65.9% | -87.6% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling