+253.9%
GIS vs AGI
+5,453.2%
-5,199.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -8.6% | +2.2% | -10.8% | -8.7% |
| 30D | -0.5% | +11.3% | -11.7% | -0.8% |
| 3M | +11.9% | +5.6% | +6.3% | +11.6% |
| 6M | -11.6% | -27.7% | +16.1% | -11.0% |
| YTD | -16.3% | -4.1% | -12.2% | -16.5% |
| 1Y | -21.8% | +13.8% | -35.5% | -22.3% |
| 3Y | -35.7% | +217.0% | -252.7% | -38.2% |
| 5Y | -22.9% | +404.3% | -427.2% | -27.1% |
| 10Y | -16.8% | +400.5% | -417.3% | -22.5% |
| All | +253.9% | +5,453.2% | -5,199.2% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling