-37.4%
GIS vs AGI
+204.0%
-241.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -3.0% |
| 7D | -8.4% | -5.3% | -3.1% | -8.3% |
| 30D | -5.2% | +6.8% | -11.9% | -5.4% |
| 3M | +8.2% | +8.3% | -0.1% | +8.0% |
| 6M | -12.0% | -29.2% | +17.2% | -11.4% |
| YTD | -18.9% | -7.3% | -11.6% | -18.6% |
| 1Y | -23.6% | +8.0% | -31.7% | -23.5% |
| All | -37.4% | +204.0% | -241.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling