-17.4%
GIS vs AU
+42.5%
-59.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.0% | -2.8% | +5.2% |
| 7D | +8.5% | +0.8% | +7.7% | +8.4% |
| 30D | +15.3% | -7.0% | +22.3% | +15.2% |
| 3M | +0.9% | +8.5% | -7.6% | +0.8% |
| 6M | +7.9% | -1.3% | +9.2% | +7.7% |
| YTD | -17.6% | +6.8% | -24.3% | -16.1% |
| 1Y | -17.4% | +44.6% | -62.0% | -14.3% |
| All | -17.4% | +42.5% | -59.9% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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